Risk Premia and Optimal Liquidation of Defaultable Securities
Author(s) -
Tim Leung,
Peng Liu
Publication year - 2011
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1942348
Subject(s) - business , financial economics , economics , actuarial science , financial system , monetary economics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom