Pages that link to "Item:Q345984"
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The following pages link to Option replication in discrete time with the cost of illiquidity (Q345984):
Displaying 6 items.
- Efficient option replication in the presence of transactions costs (Q375322) (← links)
- Option pricing with an illiquid underlying asset market (Q956485) (← links)
- Call option pricing and replication under economic friction (Q1296020) (← links)
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- An analysis of the supply curve for liquidity risk through book data (Q2786341) (← links)
- (Q5323918) (← links)