مرکز منطقه ای اطلاع رساني علوم و فناوري - Option pricing with an illiquid underlying asset market

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 :

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 :