An analysis of the supply curve for liquidity risk through book data (Q2786341)

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scientific article; zbMATH DE number 5789821
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    An analysis of the supply curve for liquidity risk through book data
    scientific article; zbMATH DE number 5789821

      Statements

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      21 September 2010
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      liquidity risk
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      supply curve
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      hedging risk
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      semimartingale
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      arbitrage
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      option
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      An analysis of the supply curve for liquidity risk through book data (English)
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