Cookies?
Library Header Image
LSE Research Online LSE Library Services

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

Full text not available from this repository.
Identification Number: 10.1093/rfs/hhj014
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: 13 Sep 2024 22:07
URI: http://eprints.lse.ac.uk/id/eprint/2839

Actions (login required)

View Item View Item