Option Replication in Discrete Time with Illiquidity (Q3176524)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option Replication in Discrete Time with Illiquidity |
scientific article |
Statements
Option Replication in Discrete Time with Illiquidity (English)
0 references
20 July 2018
0 references
replication
0 references
supply curve
0 references
settlement method
0 references