Implied liquidity risk premia in option markets
Crossref DOI link: https://doi.org/10.1007/s10436-018-0339-y
Published Online: 2018-09-14
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Guillaume, Florence
Junike, Gero http://orcid.org/0000-0001-8686-2661
Leoni, Peter
Schoutens, Wim
Funding for this research was provided by:
UAB-PIF scholarship (13)
Text and Data Mining valid from 2018-09-14
Article History
Received: 15 October 2017
Accepted: 4 September 2018
First Online: 14 September 2018