Trading Cost Dynamics of Market Making in Equity Options

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Trading Cost Dynamics of Market Making in Equity Options

Goyenko, Ruslan, Ornthanalai, Chayawat, Tang, Shengzhe
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2492506
File:
PDF, 1018 KB
english, 2014
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