Valuation of bond illiquidity: an option-theoretical approach
Koziol, Christian and Sauerbier, Peter
Valuation of bond illiquidity: an option-theoretical approach J8285 2007 - 2007 - 81 - 107 V. 16 Issue. 4
Bond; Bond illiquidity; Bond prices; Interest rate; Derivatives
Valuation of bond illiquidity: an option-theoretical approach J8285 2007 - 2007 - 81 - 107 V. 16 Issue. 4
Bond; Bond illiquidity; Bond prices; Interest rate; Derivatives