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Liquidity risk and arbitrage pricing theory

Cetin, Umut ORCID: 0000-0001-8905-853X, Jarrow, Robert A. and Protter, Philip (2004) Liquidity risk and arbitrage pricing theory. Finance and Stochastics, 8 (3). pp. 311-341. ISSN 1432-1122

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Identification Number: 10.1007/s00780-004-0123-x
Item Type: Article
Official URL: http://www.springerlink.com/content/101164/?p=97c8...
Additional Information: © Springer. Part of Springer Science+Business Media
Divisions: Statistics
Subjects: H Social Sciences > HG Finance
Q Science > QA Mathematics
Date Deposited: 02 Nov 2007
Last Modified: 02 Apr 2024 05:15
URI: http://eprints.lse.ac.uk/id/eprint/2838

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