Threshold levels, strike price grid and other market microstructure issues associated with exchange-traded equity options
Maberly, Edwin D., Pierce, Raylene M. and Catania, Patrick 2010, Threshold levels, strike price grid and other market microstructure issues associated with exchange-traded equity options, Journal of futures markets, vol. 30, no. 2, pp. 188-201, doi: 10.1002/fut.20404.
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Threshold levels, strike price grid and other market microstructure issues associated with exchange-traded equity options
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