Liquidity models in continuous and discrete time
Year of publication: |
2011
|
---|---|
Authors: | Gökay, Selim ; Roch, Alexandre F. ; Soner, Halil Mete |
Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 333-365
|
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Marktliquidität | Market liquidity | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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