Author:
Bianchetti Marco,Carlicchi Mattia
Reference43 articles.
1. Liquidity Risk Theory and Coherent Measures of Risk
2. Bootstrapping The Illiquidity: Multiple Curve Construction For Coherent Forward Rates Estimation;Ferdinando Ametrano;Modelling Interest Rates: Latest Advances for Derivatives Pricing,2009
3. The Pricing of Options and Corporate Liabilities;F Black;The Journal of Political Economy,1973
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献