Liquidity risk, price impacts and the replication problem (Q483927): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:55, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity risk, price impacts and the replication problem |
scientific article |
Statements
Liquidity risk, price impacts and the replication problem (English)
0 references
17 December 2014
0 references
liquidity risk
0 references
BSDEs
0 references
stochastic volatility
0 references
price impacts
0 references
