An analytical approximation approach for pricing European options in a two-price economy
Year of publication: |
2019
|
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Authors: | Li, Zhe ; Zhang, Weiguo ; Zhang, Yue ; Yi, Zhigao |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, p. 1-12
|
Subject: | Bid-ask spreads | Conic finance | COS method | Implied liquidity | Option pricing | Optionspreistheorie | Option pricing theory | Geld-Brief-Spanne | Bid-ask spread | Derivat | Derivative | Optionsgeschäft | Option trading |
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