Option pricing in a CEV model with liquidity costs (Q3178199)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in a CEV model with liquidity costs |
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Option pricing in a CEV model with liquidity costs (English)
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8 July 2016
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option pricing
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CEV model
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liquidity costs
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hedging
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price impact
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