Cite
HARVARD Citation
TONG, Z. et al. (2021). A SUBDIFFUSIVE L ´EVY MODEL FOR PRICING POWER OPTIONS IN ILLIQUID MARKETS. Mathematical finance letters. p. . [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
TONG, Z. et al. (2021). A SUBDIFFUSIVE L ´EVY MODEL FOR PRICING POWER OPTIONS IN ILLIQUID MARKETS. Mathematical finance letters. p. . [Online].