Hedging in an illiquid binomial market (Q2510779): Difference between revisions

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+Q57635866
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+https://doi.org/10.1016/j.nonrwa.2013.09.001
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+W1968265603
@@ Property / OpenAlex ID: W1968265603 / rank @@
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@@ Property / cites work @@
+Liquidity risk and arbitrage pricing theory
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@@ Property / cites work @@
+MODELING LIQUIDITY EFFECTS IN DISCRETE TIME
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+LIQUIDITY IN A BINOMIAL MARKET
@@ Property / cites work: LIQUIDITY IN A BINOMIAL MARKET / rank @@
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+Option hedging for small investors under liquidity costs
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@@ links / mardi / name / links / mardi / name @@
+Publication:2510779