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Liquidity risk in derivatives valuation: an improved credit proxy method
Sourabh, Sumit, Hofer, Markus, Kandhai, DronaLanguage:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2017.1315166
Date:
June, 2017
File:
PDF, 1.35 MB
english, 2017