Option prices under liquidity risk as weak solutions of semilinear diffusion equations
Crossref DOI link: https://doi.org/10.1007/s00030-017-0435-0
Published Online: 2017-02-18
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fahrenwaldt, M. A.
Roch, A. F.
Funding for this research was provided by:
Heriot-Watt University
License valid from 2017-02-18