2 options
Modelling bid-ask spreads in competitive dealership markets / by Siem Jan Koopman and Hung Neng Lai.
- Format:
- Book
- Author/Creator:
- Koopman, S. J. (Siem Jan)
- Series:
- LSE Financial Markets Group discussion paper series 0956-8549 ; 324.
- LSE Financial Markets Group discussion paper series, 0956-8549 ; 324
- Language:
- English
- Subjects (All):
- Securities--Prices--Mathematical models.
- Securities.
- Capital market--Mathematical models.
- Capital market.
- Kalman filtering.
- Physical Description:
- 26 pages ; 21 cm.
- Place of Publication:
- London : London School of Economics, 1999.
- Notes:
- Includes bibliographical references.
- OCLC:
- 42309755
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