Optimal pricing of intra-day liquidity
By: Antoine Martin.
Contributors: Federal Reserve Bank of Kansas City. Research Division.
Series: RWP ;; 02-02; Research working paper (Federal Reserve Bank of Kansas City : Online) ;; 02-02.
Publisher: Research Division, Federal Reserve Bank of Kansas City
Published: 2002
Place of publication: Kansas City [Mo.]
Language: eng
Format: Electronic resource
Subjects: Bank liquidity -- Mathematical models.; Interest rates -- Mathematical models.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Feb. 10, 2004).
"May 2002; Last Revised February 2003."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.