keyword Iliquid market ‎/ (1 Article)

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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 Method Option Pricing Iliquid market Price impact&lrm Price impact&lrm

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