Asset liquidity and the valuation of derivative securities (Q442747)

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scientific article; zbMATH DE number 6063183
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English
Asset liquidity and the valuation of derivative securities
scientific article; zbMATH DE number 6063183

    Statements

    Asset liquidity and the valuation of derivative securities (English)
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    3 August 2012
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    liquidity risk
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    option pricing
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    stochastic optional control
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