Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market
| Year of publication: |
2011
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|---|---|
| Authors: | BONGAERTS, DION ; JONG, FRANK DE ; DRIESSEN, JOOST |
| Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 66.2011, 1, p. 203-240
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| Publisher: |
American Finance Association - AFA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010626245