"Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an ..."

PeiLin Hsieh, Robert Jarrow (2019)

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DOI: 10.1287/MNSC.2017.2867

access: closed

type: Journal Article

metadata version: 2020-06-30

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PeiLin Hsieh, Robert Jarrow:
Volatility Uncertainty, Time Decay, and Option Bid-Ask Spreads in an Incomplete Market. Manag. Sci. 65(4): 1833-1854 (2019)

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