UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS
From MaRDI portal
Publication:3523582
DOI10.1142/S0219024901001073zbMath1153.91455MaRDI QIDQ3523582
Publication date: 3 September 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Related Items
Cites Work