Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread (Q6658925)
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scientific article; zbMATH DE number 7963484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread |
scientific article; zbMATH DE number 7963484 |
Statements
Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread (English)
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8 January 2025
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phase field models
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Stefan problem
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volatility
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limit order books
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spreads
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