Efficient portfolio valuation incorporating liquidity risk

Yu Tian, Ron Rood, Cornelis W Oosterlee

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)
Original languageEnglish
Pages (from-to)1575 - 1586
Number of pages12
JournalQuantitative Finance
Volume13
Issue number10
DOIs
Publication statusPublished - 2013

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