The Impact of Overnight Periods on Option Pricing

M. Boes, F.C. Drost, B.J.M. Werker

Research output: Contribution to JournalArticleAcademic

246 Downloads (Pure)
Original languageEnglish
Pages (from-to)517-534
JournalJournal of Financial and Quantitative Analysis
Volume42
DOIs
Publication statusPublished - 2007

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