Option pricing with an illiquid underlying asset market (Q956485)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with an illiquid underlying asset market |
scientific article |
Statements
Option pricing with an illiquid underlying asset market (English)
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25 November 2008
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price impact
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option pricing
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illiquidity
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volatility smile
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