Implied liquidity: towards stochastic liquidity modelling and liquidity trading

Author: Corcuera José Manuel  

Publisher: Inderscience Publishers

ISSN: 2048-2361

Source: International Journal of Portfolio Analysis and Management, Vol.1, Iss.1, 2012-05, pp. : 80-91

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract