Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Protter, P."

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 2.


Cetin, Umut ORCID: 0000-0001-8905-853X, Jarrow, R., Protter, P. and Yildirim, Y. (2004) Modeling credit risk with partial information. Annals of Applied Probability, 14 (3). pp. 1167-1178. ISSN 1050-5164

Book Section

Cetin, Umut ORCID: 0000-0001-8905-853X, 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 Berlin / Heidelberg, New York, USA. ISBN 9780387771168

This list was generated on Wed Jul 24 17:25:30 2024 BST.