A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| 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 | |||
Revision as of 01:13, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A coupled system of integrodifferential equations arising in liquidity risk model |
scientific article |
Statements
A coupled system of integrodifferential equations arising in liquidity risk model (English)
0 references
6 August 2009
0 references
liquidity
0 references
portfolio/consumption problem
0 references
integrodifferential equations
0 references
viscosity solutions
0 references
comparison principle
0 references
