How duration between trades of underlying securities affects option prices

Review of Finance

Volumn 14, Issue 4, 2010, Pages 749-785

  Cartea, Álvaro ^a   Meyer Brandis, Thilo ^b  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^b UNIVERSITY OF OSLO   (Norway)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77958561263     PISSN: 15723097     EISSN: 1573692X     Source Type: Journal    
DOI: 10.1093/rof/rfp013     Document Type: Article

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