This study illustrates the impact of both spot and option liquidity levels on option prices. Using implied volatility to measure the option price structure, our empirical results reveal that even after controlling for the systematic risk of Duan and Wei ( 2009), a clear link remains between option p
โฆ LIBER โฆ
The impact of turnround costs on inclusive tour prices
โ Scribed by Andrew Lobbenberg
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 442 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0261-5177
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