A stochastic liquidity risk model with stochastic volatility and its applications to option pricing

A stochastic liquidity risk model with stochastic volatility and its applications to option pricing

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Bibliographic Details
Published in:Stochastic models pp. 1 - 20
Main Authors: He, Xin-Jiang, Lin, Sha
Format: Journal Article
Language:English
Published: 04-04-2024
Online Access:Get full text
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Description
ISSN:1532-6349
1532-4214
DOI:10.1080/15326349.2024.2332326