The impact of overnight periods on option pricing

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

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (13)

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 3073eeb6a4d/download (application/pdf)

Related works:
Journal Article: The Impact of Overnight Periods on Option Pricing (2007)
Working Paper: The Impact of Overnight Periods on Option Pricing (2005)
Working Paper: The Impact of Overnight Periods on Option Pricing (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiutis:fc062462-2359-45ac-8826-df65df9fd92e

Access Statistics for this paper

More papers in Other publications TiSEM from Tilburg University, School of Economics and Management
Bibliographic data for series maintained by Richard Broekman ().