Option pricing with an illiquid underlying asset market (Q956485)

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Option pricing with an illiquid underlying asset market
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    Statements

    title
    Option pricing with an illiquid underlying asset market (English)
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    author
    Hong Liu
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    Jiong-min Yong
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    publication date
    25 November 2008
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    zbMATH Keywords
    price impact
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    option pricing
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    illiquidity
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    volatility smile
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    Identifiers

    zbMATH DE Number
    5373132
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