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Liquidity risk and arbitrage pricing theory

By Umut Cetin, Robert A. Jarrow and Philip Protter
Topics: HG Finance, QA Mathematics
Year: 2004
DOI identifier: 10.1007/s00780-004-0123-x
OAI identifier: oai:eprints.lse.ac.uk:2838
Provided by: LSE Research Online
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