Option pricing with an illiquid underlying asset market
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Publication:956485
DOI10.1016/j.jedc.2004.11.004zbMath1198.91210OpenAlexW1971138837MaRDI QIDQ956485
Publication date: 25 November 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2004.11.004
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)
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