Strategic Trading in Illiquid Markets - Monch, Burkart; SpringerLink (Online service) (Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2005)
Keywords: Stocks -- Prices -- Mathematical models; Liquidity (Economics) -- Mathematical models; Options (Finance) -- Mathematical models; Derivative securities -- Mathematical models; Economics/Management Science; Financial Economics; Quantitative Finance; Finance /Banking.