Option pricing with illiquidity during a high volatile period

Subjects

Subjects :

Valuation of options
General Mathematics
Financial crisis
General Engineering
Monetary economics
Period (music)
Mathematics

Details

ISSN :

10991476 and 01704214

Volume :

45

Database :

OpenAIRE

Journal :

Mathematical Methods in the Applied Sciences

Accession number :

edsair.doi...........529e29dafcc24552ed8c65b2441cef80