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Liquidity in a binomial market
Selim Gökay,
Halil Mete Soner
Research output
:
Contribution to journal
›
Article
›
peer-review
14
Scopus citations
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Mathematics
Arbitrage
26%
Black-Scholes
27%
Calculate
15%
Costs
14%
Curve
12%
Discrete-time
16%
European Options
26%
Justification
20%
Liquidity
100%
Market
61%
Market Model
27%
Model
13%
Numerical Methods
14%
Restriction
27%
Superreplication
68%
Trading Strategies
31%
Business & Economics
Arbitrage
33%
Black-Scholes
23%
Continuous Time
40%
Costs
7%
Discrete-time
20%
European Options
24%
Hedge
19%
Illiquid Markets
61%
Justification
15%
Liquidity Premium
85%
Market Model
20%
Numerical Methods
24%
Option Prices
21%
Superreplication
64%
Trading Strategies
20%
Social Sciences
costs
11%
liquidity
84%
market
34%
premium
68%
time
14%
time limit
26%
Engineering & Materials Science
Costs
7%
Numerical methods
17%