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

By Umut Cetin, P. Jarrow, M. Protter and M. Warachka
Topics: HG Finance, QA Mathematics, HA Statistics
Publisher: Oxford University Press
Year: 2006
DOI identifier: 10.1093/rfs
OAI identifier: oai:eprints.lse.ac.uk:2839
Provided by: LSE Research Online
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