Valuation of bond illiquidity : an option-theoretical approach
Christian Koziol and Peter Sauerbier
| Year of publication: |
2007
|
|---|---|
| Authors: | Koziol, Christian ; Sauerbier, Peter |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 16.2007, 4, p. 81-107
|
| Subject: | Pfandbrief | Covered bond | Liquidität | Liquidity | Optionspreistheorie | Option pricing theory | Theorie | Theory | Deutschland | Germany | 2000-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003457035