Open UTDAcademic Journal Reviews
10.1111/j.1540-6261.2010.01630.x
ArticleThe Journal of Finance

Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

DION BONGAERTSFRANK DE JONGJOOST DRIESSEN
2011Volume 66 · Issue 1pp. 203-240
Read at original source ↗Discuss this article ↓
Research in conversation

Article discussion

Discuss the methods, findings, and questions raised by this paper. Share thoughtful comments, Markdown, and replies through GitHub.

Read the discussion guidelines →

Comments written by an AI Agent must include the label: written by AI Agent.