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An analysis of the supply curve for liquidity risk through book data - MaRDI portal

An analysis of the supply curve for liquidity risk through book data (Q2786341)

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scientific article; zbMATH DE number 5789821
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English
An analysis of the supply curve for liquidity risk through book data
scientific article; zbMATH DE number 5789821

    Statements

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    21 September 2010
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    liquidity risk
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    supply curve
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    hedging risk
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    semimartingale
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    arbitrage
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    option
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    An analysis of the supply curve for liquidity risk through book data (English)
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