Journal of Financial Markets
Vol. 18
2014
Option pricing with stochastic liquidity risk: Theory and evidence
Shih-Ping
Feng1;
Mao‐Wei
Hung2;
Yaw-Huei
Wang2
1 Shih Chien University · 2 National Taiwan University
- DOI
- 10.1016/j.finmar.2013.05.002
- Volume
- 18
- Pages
- 77-95
- Language
- en
- Sources
-
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