Liquidity models in continuous and discrete time
Selim Gökay, Alexandre F. Roch, and H. Mete Soner
| Year of publication: |
2011
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|---|---|
| Authors: | Gökay, Selim ; Roch, Alexandre F. ; Soner, Halil Mete |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 333-365
|
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Marktliquidität | Market liquidity | Unvollkommener Markt | Incomplete market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008991283