Option pricing with an illiquid underlying asset market (Q956485)
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: Option pricing with an illiquid underlying asset market |
scientific article; zbMATH DE number 5373132
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing with an illiquid underlying asset market |
scientific article; zbMATH DE number 5373132 |
Statements
Option pricing with an illiquid underlying asset market (English)
0 references
25 November 2008
0 references
price impact
0 references
option pricing
0 references
illiquidity
0 references
volatility smile
0 references
0 references
0 references
0 references
0 references
0 references
0.8383936882019043
0 references
0.8273124694824219
0 references
0.817030668258667
0 references
0.8153956532478333
0 references
