Option pricing with stochastic liquidity risk: Theory and evidence
Year: 2013
Type: article
Source: Journal of Financial Markets
Authors: Shih-Ping Feng, Mao-Wei Hung, Yaw-Huei Wang
Institutions: Shih Chien University, National Taiwan University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2033095387