Cetin, Umut, Jarrow, Robert A. and Protter, Philip (2004) Liquidity risk and arbitrage pricing theory. Finance and stochastics, 8 (3). pp. 311-341. ISSN 1432-1122
| Item Type: | Article |
|---|---|
| Official URL: | http://www.springerlink.com/content/101164/?p=97c8... |
| Additional Information: | © Springer. Part of Springer Science+Business Media |
| Library of Congress subject classification: | H Social Sciences > HG Finance Q Science > QA Mathematics |
| Sets: | Departments > Statistics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/2838/ |
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