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Option Replication in Discrete Time with Illiquidity - MaRDI portal

Option Replication in Discrete Time with Illiquidity (Q3176524)

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scientific article
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English
Option Replication in Discrete Time with Illiquidity
scientific article

    Statements

    title
    Option Replication in Discrete Time with Illiquidity (English)
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    author
    Koichi Matsumoto
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    publication date
    20 July 2018
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    zbMATH Keywords
    replication
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    supply curve
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    settlement method
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    Identifiers

    zbMATH DE Number
    6909205
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