Illiquidity and Derivative Valuation
Year of publication: |
2010-02
|
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Authors: | Horst, Ulrich ; Naujokat, Felix |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Stochastic differential games | illiquidity | market impact | derivative valuation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2010-011 32 pages |
Classification: | C73 - Stochastic and Dynamic Games ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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Illiquidity and derivative valuation
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