Optimal design of derivatives in illiquid markets

Barrieu, P.ORCID logo & El Karoui, N. (2002). Optimal design of derivatives in illiquid markets. Quantitative Finance, 2(3), 181-188. https://doi.org/10.1088/1469-7688/2/3/301
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Item Type Article
Copyright holders Copyright © 2007 Taylor & Francis Group, an informa business
Departments LSE > Academic Departments > Statistics
DOI 10.1088/1469-7688/2/3/301
Date Deposited 30 Oct 2007
URI https://researchonline.lse.ac.uk/id/eprint/2830

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