EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930)
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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)
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11 February 2014
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liquidity shock
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indifference price
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exponential utility maximization
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