The value of tradeability

DOI10.1007/S11147-012-9074-0zbMath1256.91053OpenAlexW2052512889MaRDI QIDQ1937839

Marc Chesney, Alexander Kempf

Publication date: 1 February 2013

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/49679/1/The_value_of_tradeability_Journal_version.pdf

zbMATH Keywords

option pricingliquidityG13tradeability

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Liquidity and Asset Prices

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