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The liquidity discount

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Publication:2774427
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zbMATH Open1011.91048MaRDI QIDQ2774427

Shiping Chen

Publication date: 5 June 2002

Published in: Natural Science Journal of Xiangtan University (Search for Journal in Brave)




zbMATH Keywords

stochastic impulse controlliquid markets


Mathematics Subject Classification ID

Impulsive optimal control problems (49N25)



Related Items (2)

The liquidity discount. ⋮ RESOLVING THE LIQUIDITY PUZZLE






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