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

Chuen-Ping Chang, Jyh-Horng Lin (2006)

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DOI: 10.1016/J.ESWA.2005.09.032

access: closed

type: Journal Article

metadata version: 2017-05-26

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Chuen-Ping Chang, Jyh-Horng Lin:
Bank as a liquidity provider and interest rate discovery: An option-based optimization. Expert Syst. Appl. 31(2): 360-369 (2006)

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