%0 Journal Article %1 Liu2005 %A Liu, Hong %A Yong, Jiongmin %D 2005 %J Journal of Economic Dynamics and Control %K Price impact %N 12 %P 2125--2156 %T Option pricing with an illiquid underlying asset market %U http://www.sciencedirect.com/science/article/B6V85-4FFN4XG-2/1/078dee8fb1f680714fe5c0ab88db7c95 %V 29

@article{Liu2005, added-at = {2008-04-22T15:17:45.000+0200}, author = {Liu, Hong and Yong, Jiongmin}, biburl = {https://www.bibsonomy.org/bibtex/2a142e7e0eee5885adadefac132862a2f/smicha}, interhash = {fd3738e273ed890f2e9c05e9f3b07be0}, intrahash = {a142e7e0eee5885adadefac132862a2f}, journal = {Journal of Economic Dynamics and Control}, keywords = {Price impact}, month = Dec, number = 12, pages = {2125--2156}, timestamp = {2008-04-22T15:30:48.000+0200}, title = {Option pricing with an illiquid underlying asset market}, url = {http://www.sciencedirect.com/science/article/B6V85-4FFN4XG-2/1/078dee8fb1f680714fe5c0ab88db7c95}, volume = 29, year = 2005 }