Barrieu P, El Karoui N ‘Optimal design of derivatives in illiquid markets’ Quantitative Fina

Barrieu P, El Karoui N ‘Optimal design of derivatives in illiquid markets’ Quantitative Fina
January 5, 2002/in Articles/by Academic Web Pages

Barrieu, P. and El Karoui, N. (2002) ‘Optimal design of derivatives in illiquid markets’, Quantitative Finance, 2 3: 181-188. ISSN 1469-7688. DOI: 10.1088/1469-7688/2/3/301.

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Leonard A. Smith
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Virginia Tech
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