State prices, liquidity, and default (Q1006588)

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State prices, liquidity, and default
scientific article

    Statements

    title
    State prices, liquidity, and default (English)
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    publication date
    25 March 2009
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    zbMATH Keywords
    cash-in-advance constraints
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    default
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    asset prices
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    risk-neutral probabilities
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    Identifiers

    Mathematics Subject Classification ID
    91B24
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    91B28
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    91B30
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    zbMATH DE Number
    5532819
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    OpenAlex ID
    W2016361629
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