RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES

TIM LEUNG, PENG LIU

Open source

DOI: 10.1142/s0219024912500598
Published: 2012-12
Container: International Journal of Theoretical and Applied Finance
Publisher: World Scientific Pub Co Pte Lt
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1142/s0219024912500598,
  title = {RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES},
  author = {TIM LEUNG and PENG LIU},
  year = {2012},
  journal = {International Journal of Theoretical and Applied Finance},
  doi = {10.1142/s0219024912500598},
  url = {https://doi.org/10.1142/s0219024912500598}
}

RIS

TY  - JOUR
TI  - RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES
AU  - TIM LEUNG
AU  - PENG LIU
PY  - 2012
JO  - International Journal of Theoretical and Applied Finance
DO  - 10.1142/s0219024912500598
UR  - https://doi.org/10.1142/s0219024912500598
ER  -

APA

LEUNG, T., & LIU, P. (2012). RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES. International Journal of Theoretical and Applied Finance. https://doi.org/10.1142/s0219024912500598

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crossref · retrieved 2026-09-26T17:34:38.710Z