The Impact of Overnight Periods on Option Pricing

The Impact of Overnight Periods on Option Pricing

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