The role of liquidity as an assumption in the Black and Scholes option pricing model
M.Com. (Finance and Investment Management) === The latest financial crisis that began in 2007 in the USA and spread to Europe, Africa and other continents has highlighted the importance of liquidity and its role in financial markets. One of the most commonly accepted mathematical models used in fina...
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2014
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| Online Access: | http://hdl.handle.net/10210/9470 |