Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

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@article{7ac3d889191d4c5dbc50538ce58488f1,

title = "Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level",

author = "\{ap Gwilym\}, O.M. and T. Verousis",

year = "2013",

month = jan,

day = "1",

doi = "10.1002/fut.21547",

language = "English",

volume = "33",

pages = "55--76",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "1",

}