An analytical approximation approach for pricing European options in a two-price economy
Zhe Li, Weiguo Zhang, Yue Zhang, Zhigao Yi
| Year of publication: |
2019
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|---|---|
| Authors: | Li, Zhe ; Zhang, Weiguo ; Zhang, Yue ; Yi, Zhigao |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, p. 1-12
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| Subject: | Bid-ask spreads | Conic finance | COS method | Implied liquidity | Option pricing | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Geld-Brief-Spanne | Bid-ask spread | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.100986 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012201210