مرکز منطقه ای اطلاع رساني علوم و فناوري - Bank as a liquidity provider and interest rate discovery: An option-based optimization

Title of article :

Bank as a liquidity provider and interest rate discovery: An option-based optimization

Author/Authors :

Chuen-Ping Chang، نويسنده , , Jyh-Horng Lin، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

360

To page :

369

Keywords :

Price discovery , Black–Scholes valuation , Liquidity

Journal title :

Expert Systems with Applications

Serial Year :

2006

Journal title :

Expert Systems with Applications

Record number :

198450

Link To Document :