A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s00245-008-9046-9 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2169022319 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A filtering approach to tracking volatility from prices observed at random times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3136505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Selection with Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A NONLINEAR FILTERING APPROACH TO VOLATILITY ESTIMATION WITH A VIEW TOWARDS HIGH FREQUENCY DATA / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio of low liquid assets with a log-utility function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some control problems with random intervention times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank

Latest revision as of 20:17, 1 July 2024

scientific article
Language Label Description Also known as
English
A coupled system of integrodifferential equations arising in liquidity risk model
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references