Список литературы.
Ценообразование опционов с учетом фактора ликвидности
Jarrow R., & Protter P. (2007). Liquidity Risk and Option Pricing Theory. В Handbook in Operation Research and Management Science: Financial Engineering. Ku H., Lee K., & Zhu H. (2012). Discrete time hedging with liquidity risk. Finance Research Letters (9), 135−143. doi:10.1016/j.frl.2012.02.002. Chou R., Chung S.-L., Hsiao Y.-J., & Wang Y.-H. (2011). The Impact of Liquidity on Option Prices… Читать ещё >
Список литературы. Ценообразование опционов с учетом фактора ликвидности (реферат, курсовая, диплом, контрольная)
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