Implied liquidity: towards stochastic liquidity modelling and liquidity trading
José Manuel Corcuera; Florence Guillaume; Dilip B. Madan; Wim Schoutens
| Year of publication: |
2012
|
|---|---|
| Authors: | Corcuera, José Manuel ; Guillaume, Florence ; Madan, Dilip B. ; Schoutens, Wim |
| Published in: |
International Journal of Portfolio Analysis and Management. - Olney [u.a.] : Inderscience Enterprises Ltd, ISSN 2048-2361, ZDB-ID 2700830-7. - Vol. 1.2012, 1, p. 80-91
|
| Subject: | Liquidität | Liquidity | Theorie | Theory | Marktliquidität | Market liquidity | Betriebliche Liquidität | Corporate liquidity | Bankenliquidität | Bank liquidity | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009706521