Bid-Ask Spread, Term to Maturity, and Fx Currency Options

Author

B.S. Chong
David K. DING, Singapore Management UniversityFollow
K.H. TAN

Publication Type

Conference Paper

Publication Date

9-2001

Discipline

Business

Research Areas

Finance

Publication

Conference on Pacific Basin Finance, Economics, and Accounting, 9th, September 21-22, 2001, New Brunswick

City or Country

New Brunswick, NJ

Citation

Chong, B.S.; DING, David K.; and TAN, K.H.. Bid-Ask Spread, Term to Maturity, and Fx Currency Options. (2001). Conference on Pacific Basin Finance, Economics, and Accounting, 9th, September 21-22, 2001, New Brunswick.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/743