King's College London

Research portal

Pricing index options by static hedging under finite liquidity

Research output: Contribution to journalArticle

Original languageEnglish
JournalInternational Journal of Theoretical and Applied Finance
Issue number06
Accepted/In press2 Aug 2018
Published27 Sep 2018


King's Authors

Download statistics

No data available

View graph of relations

© 2018 King's College London | Strand | London WC2R 2LS | England | United Kingdom | Tel +44 (0)20 7836 5454