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
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: | 02 Apr 2024 18:15 |
| URI: | http://eprints.lse.ac.uk/id/eprint/2839 |
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