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~person:"Kempf, Alexander"
~person:"Leippold, Markus"
~person:"Yu, Jun"
~subject:"Bid-Ask spreads"
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Discrete-time option pricing with stochastic liquidity
Leippold, Markus
;
Schärer, Steven
- In:
Journal of banking & finance
75
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011742148
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