The Impact of Overnight Periods on Option Pricing

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

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Original language	English
Pages (from-to)	517-534
Journal	Journal of Financial and Quantitative Analysis
Volume	42
DOIs	https://doi.org/10.1017/S0022109000003379
Publication status	Published - 2007

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