Capital Requirements under the Credit Risk-Based Framework
Paula Antão,
Ana Lacerda
Journal of Banking and Finance,
vol. 35, 2011, p. 1380-1390.
Market Illiquidity and Bounds on European Option Prices
João Amaro de Matos,
Paula Antão
European Journal Of Finance,
vol. 9, 2003, p. 475-498.
Super-Replicating Bounds on European Option Prices When the Underlying Asset Is Illiquid
João Amaro de Matos,
Paula Antão
Economics Bulletin,
vol. 7, 2001, p. 1-7.