Smiles, bid-ask spreads and option pricing

  1. Peña, I.
  2. Rubio, G.
  3. Serna, G.
Journal:
European Financial Management

ISSN: 1468-036X,  1354-7798

Year of publication: 2001

Volume: 7

Issue: 3

Pages: 351-374

Type: Article

DOI: 10.1111/1468-036X.00160 GOOGLE SCHOLAR
Data source: Scopus