Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence

Cetin, Umut

; Jarrow, P.; Protter, M.; and Warachka, M. (2006) Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence Review of Financial Studies, 19 (2). pp. 493-529. ISSN 0893-9454

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Item Type	Article
Departments	Statistics
DOI	10.1093/rfs/hhj014
Date Deposited	02 Nov 2007
URI	https://researchonline.lse.ac.uk/id/eprint/2839

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Cetin, Umut
Jarrow, P.
Protter, M.
Warachka, M.

HG Finance
QA Mathematics
HA Statistics

http://rfs.oxfordjournals.org/ (Official URL)

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