keyword Price impact&lrm ‎/ (1 Article)

Sort by
Date

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

Journal Article Download

Related keywords

Article publication trend