The bid-ask spread of bank-issued options: A quantile regression analysis

Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

Abstract

tdb

@article{104a8fa1869b4e69866d3ff4276f564b,

title = "The bid-ask spread of bank-issued options: A quantile regression analysis",

abstract = "tdb",

keywords = "liquidity, market, liquidity, market",

author = "Giovanni Petrella and Reuben Segara",

year = "2012",

language = "English",

pages = "N/A--N/A",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "IOP PUBLISHING LTD, DIRAC HOUSE, TEMPLE BACK, BRISTOL, ENGLAND, BS1 6BE",

}