Pages that link to "Item:Q3178199"
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The following pages link to Option pricing in a CEV model with liquidity costs (Q3178199):
Displaying 4 items.
- Option pricing for a large trader with price impact and liquidity costs (Q1684699) (← links)
- Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
- Pricing and Hedging Path-Dependent Options Under the CEV Process (Q3114712) (← links)
- (Q5194387) (← links)