Other (theme 6)
Institute of Physics
Unspecified
dx.doi.org/10.1080/14697688.2013.779013
Quantitative Finance
Scientific Computing

Tian, Y, Rood, R, & Oosterlee, C.W. (2013). Efficient portfolio valuation incorporating liquidity risk. Quantitative Finance, 13 (10), 1575–1586. doi:10.1080/14697688.2013.779013