Fries, C. P. (2026). Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags.
Chicago-Zitierstil (17. Ausg.)Fries, Christian P. Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags. 2026.
MLA-Zitierstil (9. Ausg.)Fries, Christian P. Replication-Consistent Liquidity Forecasting for Derivatives -- Forward Funding Sensitivities and a Liquidity Valuation Adjustment for Settlement Lags. 2026.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.