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N°16-15: Discrete-Time Option Pricing with Stochastic Liquidity, M. Leippold and S. Schärer, 2016.

N°16-15: Discrete-Time Option Pricing with Stochastic Liquidity, M. Leippold and S. Schärer, 2016.

AuthorM. Leippold, S. Schärer
Date21 March 2016
CategoryWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2744493

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