Pricing index options by static hedging under finite liquidity

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Original language	English
Journal	International Journal of Theoretical and Applied Finance
Volume	21
Issue number	06
DOIs	https://doi.org/10.1142/S0219024918500449
Publication status	Published - 27 Sept 2018

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title = "Pricing index options by static hedging under finite liquidity",

author = "John Armstrong and Pennanen, {Teemu August} and Udomsak Rakwongwan",

year = "2018",

month = sep,

day = "27",

doi = "10.1142/S0219024918500449",

language = "English",

volume = "21",

journal = "International Journal of Theoretical and Applied Finance",

number = "06",

}

TY - JOUR

T1 - Pricing index options by static hedging under finite liquidity

AU - Armstrong, John

AU - Pennanen, Teemu August

AU - Rakwongwan, Udomsak

PY - 2018/9/27

Y1 - 2018/9/27

U2 - 10.1142/S0219024918500449

DO - 10.1142/S0219024918500449

M3 - Article

VL - 21

JO - International Journal of Theoretical and Applied Finance

JF - International Journal of Theoretical and Applied Finance

IS - 06

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