Asset pricing with heterogeneous beliefs and illiquidity
From MaRDI portal
Publication:5855961
DOI10.1111/mafi.12268MaRDI QIDQ5855961
Johannes Muhle-Karbe, Marcel Nutz, Xiaowei Tan
Publication date: 23 March 2021
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.05730
91G30: Interest rates, asset pricing, etc. (stochastic models)