TY  - JOUR
AU  - Krzysztof Turek
TI  - Option pricing in a CEV model with liquidity costs
JO  - Applicationes Mathematicae
PY  - 2016
SP  - 25
EP  - 55
VL  - 43
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4064/am2242-1-2016/
DO  - 10.4064/am2242-1-2016
LA  - en
ID  - 10_4064_am2242_1_2016
ER  -