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Valuation of European options in the market with daily price limit
Ban, Junhwa; Choi, Hyeong In; Ku, Hyejin - In: Applied mathematical finance 7 (2000) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001546120
Cover Image
Valuation of European options in the market with daily price limit
Ban, Junhwa; Choi, Hyeong In; Ku, Hyejin - In: Applied mathematical finance 7 (2000) 1, pp. 61
Persistent link: https://www.econbiz.de/10008217385
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Liquidity Risk with Coherent Risk Measures
Ku, Hyejin - In: Applied mathematical finance 13 (2006) 2, pp. 131-142
Persistent link: https://www.econbiz.de/10008222274