Liquidity risk and arbitrage pricing theory

Cetin, U.ORCID logo, Jarrow, R. A. & Protter, P. (2004). Liquidity risk and arbitrage pricing theory. Finance and Stochastics, 8(3), 311-341. https://doi.org/10.1007/s00780-004-0123-x
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Item Type Article
Copyright holders © Springer. Part of Springer Science+Business Media
Departments LSE > Academic 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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