• 1.

  Option valuation in markets with finite liquidity under fractional CEV assets

  Writer : Ghasemifard، Azadeh ؛ Banihashemi، Seddigheh ؛ Corresponding Author : Babaei، Afshin ؛

  Journal:Journal of Mathematics and Modeling in Finance»Summer and Autumn 2022, Volume 2- Number 2 (‎14 page(s) - From 167 to 180 )

  Keywords:Sinc Collocation MethodOption PricingIliquid marketPrice impact&lrmPrice impact&lrm

  Journal Article Download Abstract Related articles Others recommend to see

Related keywords