Work

Liquidity Risk and Arbitrage Pricing Theory

Year: 2010

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-0-387-77117-5_64

Authors: Umut Çetin, Robert A Jarrow, Philip Protter

Institutions: TU Wien, Cornell University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2115950314

FWCI: 71.75

Cites: 28

Cited by: 273

Related to: 10