Dynamic pricing models calibrated on both liquid and illiquid assets
Year of publication: |
2012
|
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Authors: | Bion-Nadal, Jocelyne |
Published in: |
International journal of economic research. - New Delhi : Serials Publ., ISSN 0972-9380, ZDB-ID 2467368-7. - Vol. 9.2012, 1, p. 153-173
|
Subject: | Theorie | Theory | Marktliquidität | Market liquidity | Liquidität | Liquidity | CAPM |
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