The Impact of Overnight Periods on Option Pricing
Mark-Jan Boes, Feike C. Drost and Bas J. M. WerkerVolume:
42
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/27647307
Date:
June, 2007
File:
PDF, 1.43 MB
english, 2007