Cetin, Umut, Jarrow, R. and Protter, P. (2010) Liquidity risk and arbitrage pricing theory. In: Lee, Cheng-Few, Lee, Alice C. and Lee, John, (eds.) Handbook of quantitative finance and risk management. Springer, New York, USA. ISBN 9780387771168
| Item Type: | Book Section |
|---|---|
| Official URL: | http://www.springer.com/ |
| Additional Information: | © 2010 Springer Science+Business Media, LLC |
| 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/29412/ |
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