Liquidity and arbitrage in options markets: A survival analysis approach

Review of Finance

Volumn 11, Issue 3, 2007, Pages 497-525

  Deville, Laurent ^a   Riva, Fabrice ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44649182266     PISSN: 15723097     EISSN: 1573692X     Source Type: Journal    
DOI: 10.1093/rof/rfm021     Document Type: Article

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