Journal of futures markets. 2012;32(4):301-329. doi: 10.1002/fut.20518 Q22.32025
Types of liquidity and limits to arbitrage—the case of credit default swaps
DOI: 10.1002/fut.20518
摘要
Journal of futures markets. 2012;32(4):301-329. doi: 10.1002/fut.20518 Q22.32025
DOI: 10.1002/fut.20518
摘要