EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS |
scientific article; zbMATH DE number 6256766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS |
scientific article; zbMATH DE number 6256766 |
Statements
EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (English)
0 references
11 February 2014
0 references
liquidity shock
0 references
indifference price
0 references
exponential utility maximization
0 references
0 references
