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

Cetin, U.ORCID logo, Jarrow, P., Protter, M. & Warachka, M. (2006). Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence. Review of Financial Studies, 19(2), 493-529. https://doi.org/10.1093/rfs/hhj014
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Item Type Article
Copyright holders Copyright © 2007 Society for Financial Studies
Departments LSE > Academic 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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