Liquidity effect in OTC options markets: Premium or discount?

✍ Scribed by Prachi Deuskar; Anurag Gupta; Marti G. Subrahmanyam

• Book ID: 116482369
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 777 KB
• Volume: 14
• Category: Article
• ISSN: 1386-4181
• DOI: 10.1016/j.finmar.2010.08.003