Risk modelling on liquidations with Lévy processes (Q2246056): Difference between revisions
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Revision as of 21:48, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk modelling on liquidations with Lévy processes |
scientific article |
Statements
Risk modelling on liquidations with Lévy processes (English)
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15 November 2021
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spectrally negative Lévy process
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liquidation time
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expected discounted penalty function
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discounted joint probability density
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liquidation probability
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