Last update: Fri Mar 23 02:13:54 MDT 2018
@Article{Jiang:2012:ALV, author = "Yanan Jiang and Michael D. Marcozzi", title = "Asset liquidity and the valuation of derivative securities", journal = j-J-COMPUT-APPL-MATH, volume = "236", number = "17", pages = "4525--4536", month = nov, year = "2012", CODEN = "JCAMDI", ISSN = "0377-0427 (print), 1879-1778 (electronic)", ISSN-L = "0377-0427", bibdate = "Sat Feb 25 13:24:36 MST 2017", bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib", URL = "http://www.sciencedirect.com/science/article/pii/S0377042712002063", acknowledgement = ack-nhfb, fjournal = "Journal of Computational and Applied Mathematics", journal-URL = "http://www.sciencedirect.com/science/journal/03770427", }