The multi-dimensional stochastic Stefan financial model for a portfolio of assets (Q2120321)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multi-dimensional stochastic Stefan financial model for a portfolio of assets |
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The multi-dimensional stochastic Stefan financial model for a portfolio of assets (English)
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31 March 2022
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multi-D stochastic Stefan problem
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spreads dynamics
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portfolios management
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moving boundary problem
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financial model
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stochastic volatility
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limit order books
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