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

From MaRDI portal





scientific article; zbMATH DE number 5789821
Language Label Description Also known as
English
An analysis of the supply curve for liquidity risk through book data
scientific article; zbMATH DE number 5789821

    Statements

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

    Identifiers