A simple model of liquidity effects
Year of publication: |
2002
|
---|---|
Authors: | Rogers, Leonard C. G. ; Zane, Omar |
Published in: |
Advances in finance and stochastics : essays in honour of Dieter Sondermann. - Berlin : Springer, ISBN 3-540-43464-X. - 2002, p. 161-176
|
Subject: | Portfolio-Management | Portfolio selection | Liquiditätsbeschränkung | Liquidity constraint | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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