Asset liquidity and the valuation of derivative securities (Q442747): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 49L99 / rank | |||
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| Property / Mathematics Subject Classification ID: 35K70 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6063183 / rank | |||
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| Property / zbMATH Keywords | |||
liquidity risk | |||
| Property / zbMATH Keywords: liquidity risk / rank | |||
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option pricing | |||
| Property / zbMATH Keywords: option pricing / rank | |||
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stochastic optional control | |||
| Property / zbMATH Keywords: stochastic optional control / rank | |||
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Revision as of 02:27, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset liquidity and the valuation of derivative securities |
scientific article |
Statements
Asset liquidity and the valuation of derivative securities (English)
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3 August 2012
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liquidity risk
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option pricing
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stochastic optional control
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