The impact of overnight periods on option pricing

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Original language	English
Pages (from-to)	517-534
Journal	Journal of Financial and Quantitative Analysis
Volume	42
Issue number	2
Publication status	Published - 2007

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@article{fc062462235945ac8826df65df9fd92e,

title = "The impact of overnight periods on option pricing",

author = "M.J. Boes and F.C. Drost and B.J.M. Werker",

note = "Appeared earlier as CentER DP 2005-01",

year = "2007",

language = "English",

volume = "42",

pages = "517--534",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "2",

}