On option-valuation in illiquid markets : invariant solutions to a nonlinear model
Ljudmila A. Bordag
| Year of publication: |
2008
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|---|---|
| Authors: | Bordag, Ljudmila A. |
| Published in: |
Mathematical control theory and finance. - Berlin : Springer, ISBN 978-3-540-69531-8. - 2008, p. 71-94
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| Subject: | Black-Scholes-Modell | Black-Scholes model | Nichtlineare Regression | Nonlinear regression | Hedging | Liquidität | Liquidity | Marktliquidität | Market liquidity | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003755564