The impact of overnight periods on option pricing

Journal of Financial and Quantitative Analysis

Volumn 42, Issue 2, 2007, Pages 517-534

  Boes, Mark Jan ^a   Drost, Feike C ^b   Werker, Bas J M ^b  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34250842658     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0022109000003379     Document Type: Review

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