The Liquidity Discount
From MaRDI portal
Publication:2770983
DOI10.1111/1467-9965.00124zbMath1042.91051MaRDI QIDQ2770983
Robert A. Jarrow, Ajay Subramanian
Publication date: 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00124
91B60: Trade models
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