"Liquidity risk, price impacts and the replication problem."

Alexandre F. Roch (2011)

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DOI: 10.1007/S00780-011-0156-X

access: closed

type: Journal Article

metadata version: 2020-07-22

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Alexandre F. Roch:
Liquidity risk, price impacts and the replication problem. Finance Stochastics 15(3): 399-419 (2011)

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