Efficient portfolio valuation incorporating liquidity risk

2013

Quantitative Finance , Volume 13 - Issue 10 p. 1575- 1586

Additional Metadata
THEME	Other (theme 6)
Stakeholder	Unspecified
Publisher	Institute of Physics
Persistent URL	doi.org/10.1080/14697688.2013.779013
Journal	Quantitative Finance
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Tian, Y., Rood, R., & Oosterlee, K. (2013). Efficient portfolio valuation incorporating liquidity risk. Quantitative Finance, 13 (10), 1575–1586. doi:10.1080/14697688.2013.779013

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