An analysis of the supply curve for liquidity risk through book data
Year of publication: |
2010
|
---|---|
Authors: | Blais, Marcel ; Protter, Philip E. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 6, p. 821-838
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Hedging | Risiko | Risk | Martingal | Martingale |
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