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Closed form formula for European exercise of options factoring liquid underlying price, market-wide liquidity and liquidity discounting factor for illiquid instruments https://t.co/IYdVcHWJDM https://t.co/q8PdFj5r93
Closed form formula for European exercise of options factoring liquid underlying price, market-wide liquidity and liquidity discounting factor for illiquid instruments https://t.co/IYdVcHWJDM https://t.co/q8PdFj5r93