Liquidity and credit risk (Q4541602)

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scientific article; zbMATH DE number 1771990
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Liquidity and credit risk
scientific article; zbMATH DE number 1771990

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    Liquidity and credit risk (English)
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    5 September 2002
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    credit risk
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    incomplete markets
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    liquidity risk
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    Knightian uncertainty
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    option princing
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    fuzzy measures
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