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A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk - MaRDI portal

A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (Q4609028)

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scientific article; zbMATH DE number 6854749
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English
A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk
scientific article; zbMATH DE number 6854749

    Statements

    title
    A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (English)
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    author
    Patrick Bäurer
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    Ernst Eberlein
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    publication date
    29 March 2018
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    zbMATH Keywords
    asset price model
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    liquidity risk
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    60G51
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    60H30
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    91B25
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    zbMATH DE Number
    6854749
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    OpenAlex ID
    W2765794411
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