Tug-of-war, market manipulation, and option pricing. Nyström, K. & Parviainen, M. Math. Finance, 27(2):279–312, 2017.
bibtex   
@article{MR3635290,
	Author = {Nystr\"{o}m, Kaj and Parviainen, Mikko},
	Date-Added = {2019-11-12 20:40:54 +0100},
	Date-Modified = {2019-11-13 07:39:41 +0100},
	Fjournal = {Mathematical Finance. An International Journal of Mathematics, Statistics and Financial Economics},
	Issn = {0960-1627},
	Journal = {Math. Finance},
	Mrclass = {91G20 (60H30 91A15 91A80)},
	Mrnumber = {3635290},
	Number = {2},
	Pages = {279--312},
	Title = {Tug-of-war, market manipulation, and option pricing},
	Volume = {27},
	Year = {2017},
	Bdsk-Url-1 = {https://doi-org.proxy.ub.umu.se/10.1111/mafi.12090},
	Bdsk-Url-2 = {https://doi.org/10.1111/mafi.12090}}
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