Optimal design of derivatives in illiquid markets
Barrieu, Pauline
; and El Karoui, Nicole
(2002)
Optimal design of derivatives in illiquid markets.
Quantitative Finance, 2 (3).
pp. 181-188.
ISSN 1469-7688
| Item Type | Article |
|---|---|
| Departments | Statistics |
| DOI | 10.1088/1469-7688/2/3/301 |
| Date Deposited | 30 Oct 2007 |
| URI | https://researchonline.lse.ac.uk/id/eprint/2830 |
ORCID: https://orcid.org/0000-0001-9473-263X