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Jiang, Yanan, Marcozzi, Michael D. (2012) Asset liquidity and the valuation of derivative securities. Journal of Computational and Applied Mathematics, 236 (17). 4525-4536 doi:10.1016/j.cam.2012.05.005

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Reference TypeJournal (article/letter/editorial)
TitleAsset liquidity and the valuation of derivative securities
JournalJournal of Computational and Applied Mathematics
AuthorsJiang, YananAuthor
Marcozzi, Michael D.Author
Year2012 (November)Volume236
Issue17
PublisherElsevier BV
DOIdoi:10.1016/j.cam.2012.05.005Search in ResearchGate
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Mindat Ref. ID9497831Long-form Identifiermindat:1:5:9497831:5
GUID0
Full ReferenceJiang, Yanan, Marcozzi, Michael D. (2012) Asset liquidity and the valuation of derivative securities. Journal of Computational and Applied Mathematics, 236 (17). 4525-4536 doi:10.1016/j.cam.2012.05.005
Plain TextJiang, Yanan, Marcozzi, Michael D. (2012) Asset liquidity and the valuation of derivative securities. Journal of Computational and Applied Mathematics, 236 (17). 4525-4536 doi:10.1016/j.cam.2012.05.005
In(2012, November) Journal of Computational and Applied Mathematics Vol. 236 (17) Elsevier BV

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