Liquidity risk and option pricing theory
Robert A. Jarrow; Philip Protter
| Year of publication: |
2008
|
|---|---|
| Authors: | Jarrow, Robert A. ; Protter, Philip E. |
| Published in: |
Financial engineering. - Amsterdam : Elsevier, ISBN 0-444-51781-2. - 2008, p. 727-762
|
| Subject: | Optionspreistheorie | Option pricing theory | Liquidität | Liquidity | Risiko | Risk | Black-Scholes-Modell | Black-Scholes model |
| 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://www.econbiz.de/10003567782