Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence

Cetin, Umut ORCID: 0000-0001-8905-853X, Jarrow, P., Protter, M. and Warachka, M. (2006) Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence. Review of Financial Studies, 19 (2). pp. 493-529. ISSN 0893-9454

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Item Type:	Article
Official URL:	http://rfs.oxfordjournals.org/
Additional Information:	Copyright © 2007 Society for Financial Studies
Divisions:	Statistics
Subjects:	H Social Sciences > HG Finance Q Science > QA Mathematics H Social Sciences > HA Statistics
Date Deposited:	02 Nov 2007
Last Modified:	31 Jan 2025 07:21
URI:	http://eprints.lse.ac.uk/id/eprint/2839

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