The impact of overnight periods on option pricing
Mark-Jan Boes, Feike C. Drost, and Bas J. M. Werker
| Year of publication: |
2007
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|---|---|
| Authors: | Boes, Mark-Jan ; Drost, Feike C. ; Werker, Bas J. M. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 42.2007, 2, p. 517-533
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| Subject: | Optionspreistheorie | Option pricing theory | Zeit | Time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003484188