The Impact of Overnight Periods on Option Pricing

The Impact of Overnight Periods on Option Pricing

Mark-Jan Boes, Feike C. Drost and Bas J. M. Werker
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Volume:
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
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