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

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@article{b8634664373c44fd8e257e2746a8002f,

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

author = "Edwin Maberly and Pierce, \{Raylene M\} and Patrick Catania",

year = "2010",

doi = "10.1002/fut.20404",

language = "English",

volume = "30",

pages = "188 -- 201",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Blackwell",

number = "2",

}

TY - JOUR

T1 - Threshold levels, strike price grid, and other market microstructure issues associated with exchange-traded equity options

AU - Maberly, Edwin

AU - Pierce, Raylene M

AU - Catania, Patrick

PY - 2010

Y1 - 2010

U2 - 10.1002/fut.20404

DO - 10.1002/fut.20404

M3 - Article

SN - 0270-7314

VL - 30

SP - 188

EP - 201

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 2

ER -