An Option Pricing Model with Liquidity Adjustment of Underlying Asset
2018 ◽
Vol 54
(2)
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pp. 695-727
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Keyword(s):
2012 ◽
Vol 2012
◽
pp. 1-8
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Keyword(s):
2016 ◽
Vol 10
(4)
◽
pp. 1271-1281
Keyword(s):
2017 ◽
Vol 30
(6)
◽
pp. 2033-2053
1999 ◽
Vol 2
(4)
◽
pp. 75-116
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Keyword(s):