Liquidity Costs: A New Numerical Methodology and an Empirical Study (Q4682700)
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scientific article; zbMATH DE number 6938919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity Costs: A New Numerical Methodology and an Empirical Study |
scientific article; zbMATH DE number 6938919 |
Statements
Liquidity Costs: A New Numerical Methodology and an Empirical Study (English)
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19 September 2018
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interest rate derivatives
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optimization
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stochastic algorithms
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