Liquidity risk and arbitrage pricing theory

Cetin, UmutORCID logo; Jarrow, Robert A.; and Protter, Philip (2004) Liquidity risk and arbitrage pricing theory. Finance and Stochastics, 8 (3). pp. 311-341. ISSN 1432-1122
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Item Type Article
Departments Statistics
DOI 10.1007/s00780-004-0123-x
Date Deposited 02 Nov 2007
URI https://researchonline.lse.ac.uk/id/eprint/2838

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