The Impact of Overnight Periods on Option Pricing
| Year of publication: |
2007
|
|---|---|
| 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 2194065. - Vol. 42.2007, 2, p. 517
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