Qunying Shen, Ph.D.
Affiliations: | 2012 | Statistics and Applied Probability | University of California, Santa Barbara, Santa Barbara, CA, United States |
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"Qunying Shen"Parents
Sign in to add mentorMichael Ludkovski | grad student | 2012 | UC Santa Barbara | |
(European Option Pricing in Illiquid Markets.) |
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Publications
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Ludkovski M, Shen Q. (2013) European option pricing with liquidity shocks] International Journal of Theoretical and Applied Finance. 16 |