@article{10_4064_am2242_1_2016, author = {Krzysztof Turek}, title = {Option pricing in a {CEV} model with liquidity costs}, journal = {Applicationes Mathematicae}, pages = {25--55}, year = {2016}, volume = {43}, number = {1}, doi = {10.4064/am2242-1-2016}, zbl = {06602760}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.4064/am2242-1-2016/} }