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

Copyright @ 2024  |  All rights reserved, H.T. Parekh Library, Krea University, Sri City