The Impact of Overnight Periods on Option Pricing

M.J. Boes, Feike C. Drost () and B.J.M. Werker
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M.J. Boes: Tilburg University, School of Economics and Management
B.J.M. Werker: Tilburg University, School of Economics and Management

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Date: 2005
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Related works:
Journal Article: The Impact of Overnight Periods on Option Pricing (2007)
Working Paper: The impact of overnight periods on option pricing (2007)
Working Paper: The Impact of Overnight Periods on Option Pricing (2005)
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