scientific article; zbMATH DE number 7801181
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Publication:6188575
Publication date: 7 February 2024
Full work available at URL: https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/Y2022/V45/I5/732
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Pareto distributionliquidation probabilityexponential spectrally negative Lévy processthe Laplace transform of the liquidation time
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