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The impact of overnight periods on option pricing

Boes,M.J.
; 
Drost,F.C.
; 
Werker,B.J.M.
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Appeared earlier as CentER DP 2005-01
Date
2007
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Tilburg University Research Output Collection
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Impact.pdf
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Boes, M J, Drost, F C & Werker, B J M 2007, 'The impact of overnight periods on option pricing', Journal of Financial and Quantitative Analysis, vol. 42, no. 2, pp. 517-534.
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https://hdl.handle.net/20.500.14602/45276
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