The Impact of Overnight Periods on Option Pricing
Boes, Mark-Jan, Drost, Feike C., Werker, Bas J. M.Volume:
42
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109000003379
Date:
June, 2007
File:
PDF, 201 KB
english, 2007