Package for Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles

Name: Package for Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles
Creator: Xin-Jiang He
Published: 2024-07-31T07:40:51.362Z
Keywords: Finance

He, Xin-Jiang; Pasricha, Puneet; Lin, Sha

doi:10.17632/r7s28ypk2d.1

Package for Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles

Published: 31 July 2024| Version 1 | DOI: 10.17632/r7s28ypk2d.1

Contributors:

Xin-Jiang He, Puneet Pasricha, Sha Lin

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Replication package for "Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles"

Package for Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles

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