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LIQUIDITY IN A BINOMIAL MARKET - MaRDI portal

LIQUIDITY IN A BINOMIAL MARKET (Q4906530)

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scientific article; zbMATH DE number 6139584
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English
LIQUIDITY IN A BINOMIAL MARKET
scientific article; zbMATH DE number 6139584

    Statements

    title
    LIQUIDITY IN A BINOMIAL MARKET (English)
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    author
    Selim Gökay
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    Halil Mete Soner
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    publication date
    28 February 2013
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    zbMATH Keywords
    super-replication
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    liquidity
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    binomial model
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    dynamic programming
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G60
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    60G44
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    60H05
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    zbMATH DE Number
    6139584
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    OpenAlex ID
    W1521462779
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    Wikidata QID
    Q57635905
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