Liquidity Models in Continuous and Discrete Time
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Publication:5198566
DOI10.1007/978-3-642-18412-3_13zbMath1230.91201OpenAlexW2108827269MaRDI QIDQ5198566
Selim Gökay, Alexandre F. Roch, Halil Mete Soner
Publication date: 8 August 2011
Published in: Advanced Mathematical Methods for Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-18412-3_13
Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)
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