Illiquidity and derivative valuation
Year of publication: |
2010
|
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Authors: | Horst, Ulrich ; Naujokat, Felix |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Insolvenz | Derivat <Wertpapier> | Bewertungssystem |
Extent: | 30 S. graph. Darst. |
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Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2010,011 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Investition, Finanzierung |
Source: |
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Weber, Michael, (2002)
-
The handbook of derivative instruments : investment research, analysis, and portfolio applications
Konishi, Atsuo, (1996)
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Siegwart, Hans, (1996)
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Illiquidity and Derivative Valuation
Horst, Ulrich, (2010)
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On derivatives with illiquid underlying and market manipulation
Horst, Ulrich, (2011)
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When to Cross the Spread: Curve Following with Singular Control
Naujokat, Felix, (2011)
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