Work

Arbitrage and deflators in illiquid markets

Year: 2009

Type: article

Source: Finance and Stochastics

DOI: 10.1007/s00780-009-0118-8

Author: Teemu Pennanen

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2154242301

FWCI: 6.199

Cites: 36

Cited by: 33

Related to: 10