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The Impact of Overnight Periods on Option Pricing

Journal of Financial and Quantitative Analysis - United Kingdom
doi 10.1017/s0022109000003379
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Abstract

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Categories
AccountingEconomicsEconometricsFinance
Date

June 1, 2007

Authors
Mark-Jan BoesFeike C. DrostBas J. M. Werker
Publisher

Cambridge University Press (CUP)


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