Implied liquidity: Model sensitivity
Year of publication: |
2013
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Authors: | Albrecher, Hansjoerg ; Guillaume, Florence ; Schoutens, Wim |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 23.2013, p. 48-67
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