Liquidity risk and arbitrage pricing theory

Cetin, Umut

; Jarrow, R.; and Protter, P. (2010) Liquidity risk and arbitrage pricing theory In: Handbook of Quantitative Finance and Risk Management. Springer Berlin / Heidelberg, New York, USA. ISBN 9780387771168

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Item Type	Chapter
Copyright holders	© 2010 Springer Science+Business Media, LLC
Departments	Statistics
DOI	10.1007/978-0-387-77117-5
Date Deposited	17 Sep 2010 15:59
URI	https://researchonline.lse.ac.uk/id/eprint/29412

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Cetin, Umut
Jarrow, R.
Protter, P.

HG Finance
QA Mathematics

http://www.springer.com/ (Official URL)

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