Implied liquidity: Model sensitivity
| Year of publication: |
2013
|
|---|---|
| Authors: | Albrecher, Hansjoerg ; Guillaume, Florence ; Schoutens, Wim |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 23.2013, p. 48-67
|