Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option prices under liquidity risk as weak solutions of semilinear diffusion equations |
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Option prices under liquidity risk as weak solutions of semilinear diffusion equations (English)
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20 October 2017
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liquidity
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option pricing
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degenerate parabolic partial differential equations
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weak convergence
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