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Tug-of-war, market manipulation and option pricing - MaRDI portal

Tug-of-war, market manipulation and option pricing (Q6255278)

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scientific article; zbMATH DE number 7842760
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English
Tug-of-war, market manipulation and option pricing
scientific article; zbMATH DE number 7842760

    Statements

    publication date
    7 October 2014
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    arXiv classification
    math.AP
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    math.OC
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    math.PR
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    q-fin.PR
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    author
    Kaj Nyström
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    Mikko Parviainen
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    title
    TUG‐OF‐WAR, MARKET MANIPULATION, AND OPTION PRICING (English)
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    Identifiers

    arXiv ID
    1410.1664
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    zbMATH DE Number
    7842760
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    OpenAlex ID
    W2962964249
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    Wikidata QID
    Q110855537
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    DOI
    10.1111/MAFI.12090
    0 references
     
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