Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Narrow Search
Search narrowed by
Last searches

Results for *

Displaying results 1 to 1 of 1.

  1. A risk-neutral parametric liquidity model for derivatives
    Author: Bakstein, David; Howison, Sam
    Published: 2002
    Publisher:  Oxford Financial Research Centre, Oxford

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 145 (2002,02)
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Mathematical finance ; 2002,02
    Subjects: liquidity; option pricing; liquidity derivatives; portfolio trading
    Scope: Online-Ressource (PDF-Datei: 41 S.), graph. Darst.