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Threshold levels, strike price grid and other market microstructure issues associated with exchange-traded equity options

journal contribution
posted on 2010-02-01, 00:00 authored by E Maberly, R Pierce, P Catania
Threshold levels, strike price grid and other market microstructure issues associated with exchange-traded equity options

History

Journal

Journal of futures markets

Volume

30

Issue

2

Pagination

188 - 201

Publisher

Wiley

Location

Malden, Mass.

ISSN

0270-7314

eISSN

1096-9934

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2009, Wiley Periodicals

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