Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980): Difference between revisions

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Latest revision as of 14:49, 14 July 2024

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Option prices under liquidity risk as weak solutions of semilinear diffusion equations
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    Option prices under liquidity risk as weak solutions of semilinear diffusion equations (English)
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    20 October 2017
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    liquidity
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    option pricing
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    degenerate parabolic partial differential equations
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    weak convergence
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