Work

Risk Management for Derivatives in Illiquid Markets: A Simulation Study

Year: 2002

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-3-662-04790-3_8

Authors: Rüdiger Frey, Pierre Patie

Institutions: University of Zurich, ETH Zurich

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2113317082

FWCI: 5.032

Cites: 20

Cited by: 93

Related to: 10