Title of article
Option pricing with an illiquid underlying asset market
Author/Authors
Hong Liu، نويسنده , , Jiongmin Yong، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
32
From page
2125
To page
2156
Keywords
Price impact , option pricing , Illiquidity , Volatility smile
Journal title
Journal of Economic Dynamics and Control
Serial Year
2005
Journal title
Journal of Economic Dynamics and Control
Record number
238874
Link To Document