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A closed-form pricing formula for European options in an illiquid asset market

Published Online: 2022-04-02

Published Print: 2022-12

Authors

Pasricha, Puneet

Zhu, Song-Ping

He, Xin-Jiang https://orcid.org/0000-0003-1429-5463
License Information

Text and Data Mining valid from 2022-04-02

Version of Record valid from 2022-04-02
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Article History

Received: 14 January 2021

Accepted: 22 January 2022

First Online: 2 April 2022

Competing interests

: The authors declare that they have no competing interests.

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