Liquidity risk and arbitrage pricing theory
Cetin, U.
, Jarrow, R. & Protter, P.
(2010).
Liquidity risk and arbitrage pricing theory.
In
Lee, C., Lee, A. C. & Lee, J.
(Eds.),
Handbook of Quantitative Finance and Risk Management
.
Springer Berlin / Heidelberg.
https://doi.org/10.1007/978-0-387-77117-5
, Jarrow, R. & Protter, P.
(2010).
Liquidity risk and arbitrage pricing theory.
In
Lee, C., Lee, A. C. & Lee, J.
(Eds.),
Handbook of Quantitative Finance and Risk Management
.
Springer Berlin / Heidelberg.
https://doi.org/10.1007/978-0-387-77117-5