Liquidity risk and option pricing theory
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 |
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