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.

Bibliographic Details
Published in:Journal of Finance V. 66, 1-6 (2011).
Main Author: Bongaerts, Dion
Format: Article
Language:English
Subjects:
Equilibrium.
Risk aversion.
Credit default swaps.
Hedging.