The bidask spread of bank-issued options: a quantile regression analysis
| Year of publication: |
2013
|
|---|---|
| Authors: | Petrella, Giovanni ; Segara, Reuben |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 8 (1.8.), p. 1241-1255
|