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The impact of overnight periods on option pricing
Boes, Mark-Jan; Drost, Feike C.; Werker, Bas J. M. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 2, pp. 517-533
Persistent link: https://www.econbiz.de/10003484188
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The shadow costs of illiquidity
Jansen, Kristy A. E.; Werker, Bas J. M. - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 7, pp. 2693-2723
Persistent link: https://www.econbiz.de/10013428939