Open AccessImplied liquidity: towards stochastic liquidity modelling and liquidity trading
Author(s) -
José Manuel Corcuera,
Florence Guillaume,
Dilip B. Madan,
Wim Schoutens
Publication year - 2012
Publication title -
international journal of portfolio analysis and management
Language(s) - English
Resource type - Journals
eISSN - 2048-237X
pISSN - 2048-2361
DOI - 10.1504/ijpam.2012.046910
Subject(s) - market liquidity , liquidity crisis , liquidity risk , accounting liquidity , dark liquidity , business , monetary economics , liquidity premium , economics , financial system , financial economics , high frequency trading