A risk-neutral parametric liquidity model for derivatives
David Bakstein; Sam Howison
| Year of publication: |
2002
|
|---|---|
| Authors: | Bakstein, David ; Howison, Sam |
| Publisher: |
Oxford : Oxford Financial Research Centre |
| Subject: | liquidity | option pricing | liquidity derivatives | portfolio trading | Derivat | Derivative | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Liquidität | Liquidity | Bankenliquidität | Bank liquidity |
freely available
| Extent: | Online-Ressource (PDF-Datei: 41 S.) graph. Darst. |
|---|---|
| Series: | Mathematical finance. - Oxford, ZDB-ID 2485418-9. - Vol. 2002,02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader Systemvoraussetzungen: Postscript |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009581662