Media type: E-Article Title: Pricing vulnerable basket spread options with liquidity risk Contributor: Dong, Ziming; Tang, Dan; Wang, Xingchun imprint: Springer Science and Business Media LLC, 2023 Published in: Review of Derivatives Research Language: English DOI: 10.1007/s11147-022-09192-0 ISSN: 1380-6645; 1573-7144 Keywords: Economics, Econometrics and Finance (miscellaneous) ; Finance Origination: Footnote: