Liquidity risk and arbitrage pricing theory
Year of publication: |
2004
|
---|---|
Authors: | Çetin, Umut ; Jarrow, Robert ; Protter, Philip |
Published in: |
Finance and Stochastics. - Springer. - Vol. 8.2004, 3, p. 311-341
|
Publisher: |
Springer |
Subject: | Illiquid markets | fundamental theorems of asset pricing | approximately complete markets | approximation of stochastic integrals |
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