A note on fair value and illiquid markets.
Year of publication: |
2010-01
|
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Authors: | Guegan, Dominique ; Merhy, Chafic |
Institutions: | Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) |
Subject: | Fair value | illiquid market | Kalman filter | Mark to model |
Extent: | application/pdf |
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Series: | Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X. |
Type of publication: | Book / Working Paper |
Notes: | 13 pages |
Classification: | C1 - Econometric and Statistical Methods: General ; G10 - General Financial Markets. General |
Source: |
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