Spread Option Pricing Under Finite Liquidity Framework Journal Articles

authors

• Pirvu, Traian

status

• published 

publication date

• October 31, 2024

has subject area

• 1502 Banking, Finance and Investment (FoR)
• 1503 Business and Management (FoR)

published in

• Risks  Journal

keywords

• APPROXIMATIONS
• Business & Economics
• Business, Finance
• Kirk approximation formula
• Social Sciences
• finite liquidity market model
• pricing spread options

Digital Object Identifier (DOI)

• 10.3390/risks12110173

volume

• 12

issue

• 11