Cetin, Umut, 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 1465-7368
| Item Type: | Article |
|---|---|
| Official URL: | http://rfs.oxfordjournals.org/ |
| Additional Information: | Copyright © 2007 Society for Financial Studies |
| Library of Congress subject classification: | H Social Sciences > HG Finance Q Science > QA Mathematics H Social Sciences > HA Statistics |
| Sets: | Departments > Statistics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/2839/ |
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