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

Tug-of-war, market manipulation and option pricing

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Publication:6255278

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DOI10.1111/mafi.12090arXiv1410.1664OpenAlexW2962964249WikidataQ110855537 ScholiaQ110855537MaRDI QIDQ6255278

Mikko Parviainen, Kaj Nyström

Publication date: 7 October 2014

Full work available at URL: https://doi.org/10.1111/mafi.12090

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx)

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