Derivative pricing with liquidity risk Theory and evidence from the credit default swap market.

Derivative pricing with liquidity risk Theory and evidence from the credit default swap market.

Bibliografische gegevens
Gepubliceerd in:Journal of Finance V. 66, 1-6 (2011).
Hoofdauteur: Bongaerts, Dion
Formaat: Artikel
Taal:English
Onderwerpen:
Equilibrium.
Risk aversion.
Credit default swaps.
Hedging.