Liquidity risk and arbitrage pricing theory
| Year of publication: |
2004
|
|---|---|
| Authors: | Çetin, Umut ; Jarrow, Robert A. ; Protter, Philip |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 8.2004, 3, p. 311-342
|