Asset liquidity and the valuation of derivative securities (Q442747): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cam.2012.05.005 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2071478577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2790464 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Liquidity Discount / rank
 
Normal rank
Property / cites work
 
Property / cites work: Liquidity risk and arbitrage pricing theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: MODELING LIQUIDITY EFFECTS IN DISCRETE TIME / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Selection with Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option hedging for small investors under liquidity costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: European Option Pricing with Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4856610 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3935745 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Valuation of Asian Options by Variational Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4749148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4360234 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for ultraparabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extrapolation discontinuous Galerkin method for ultraparabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty / rank
 
Normal rank

Latest revision as of 13:10, 5 July 2024

scientific article
Language Label Description Also known as
English
Asset liquidity and the valuation of derivative securities
scientific article

    Statements

    Identifiers

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