Implied liquidity: towards stochastic liquidity modelling and liquidity trading

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Veröffentlicht in:International Journal of Portfolio Analysis and Management
Weitere Verfasser: Corcuera, José Manuel (BerichterstatterIn), Guillaume, Florence (BerichterstatterIn), Madan, Dilip B. (BerichterstatterIn), Schoutens, Wim (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 2012
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