A SUBDIFFUSIVE L ´EVY MODEL FOR PRICING POWER OPTIONS IN ILLIQUID MARKETS. (2021)

Record Type:: Journal Article
Title:: A SUBDIFFUSIVE L ´EVY MODEL FOR PRICING POWER OPTIONS IN ILLIQUID MARKETS. (2021)
Main Title:: A SUBDIFFUSIVE L ´EVY MODEL FOR PRICING POWER OPTIONS IN ILLIQUID MARKETS
Authors:: TONG, ZHIGANG
LIU, ALLEN
Is Part Of:: Mathematical finance letters. Volume 2021(2021)
Journal:: Mathematical finance letters
Issue:: Volume 2021(2021)
Issue Display:: Volume 2021, Issue 2021 (2021)
Year:: 2021
Volume:: 2021
Issue:: 2021
Issue Sort Value:: 2021-2021-2021-0000
Page Start:
Page End:
Publication Date:: 2021
Subjects:: Business mathematics -- Periodicals
650.0151
Journal URLs:: http://scik.org/index.php/mfl/ ↗
DOI:: Https://doi.org/10.28919/mfl/5851 ↗
Languages:: English
ISSNs:: 2051-2929
Deposit Type:: Legaldeposit
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:: British Library HMNTS - ELD Digital store
Ingest File:: 17758.xml