Efficient portfolio valuation incorporating liquidity risk
Journal Article
(2013)
Author(s)
Yao Tian (External organisation)
R Rood (External organisation)
C.W. Oosterlee (TU Delft - Numerical Analysis)
Research Group
Numerical Analysis
DOI related publication
https://doi.org/10.1080/14697688.2013.779013
To reference this document use:
https://resolver.tudelft.nl/uuid:5e2e7353-7a55-4065-92ca-69b7c97a76c3
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Publication Year
2013
Language
English
Research Group
Numerical Analysis
Issue number
10
Volume number
13
Pages (from-to)
1575-1586
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