16. Liquidity Risk and Classical Option Pricing Theory
- Leonard Matz and
- Peter Neu
Published Online: 20 MAR 2012
Copyright © 2007 John Wiley & Sons (Asia) Pte Ltd
Liquidity Risk Measurement and Management: A practitioner's guide to global best practices
How to Cite
Jarrow, R. A. (2006) Liquidity Risk and Classical Option Pricing Theory, in Liquidity Risk Measurement and Management: A practitioner's guide to global best practices (eds L. Matz and P. Neu), John Wiley & Sons (Asia) Pte Ltd, 2 Clementi Loop, #02-01, Singapore 129809. doi: 10.1002/9781118390399.ch16
- Published Online: 20 MAR 2012
- Published Print: 27 OCT 2006
Print ISBN: 9780470821824
Online ISBN: 9781118390399
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