Implied liquidity risk premia in option markets
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Publication:2000692
DOI10.1007/s10436-018-0339-yOpenAlexW2890116935WikidataQ129235242 ScholiaQ129235242MaRDI QIDQ2000692
Peter Leoni, Gero Junike, Wim Schoutens, Florence Guillaume
Publication date: 28 June 2019
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/647786
Related Items (2)
Valuation of bid and ask prices for European options under mixed fractional Brownian motion ⋮ Estimation of the bid-ask prices for the European discrete geometric average and arithmetic average Asian options
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