Bid-Ask Spread Modelling, a Perturbation Approach
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Publication:5746535
DOI10.1007/978-3-0348-0545-2_21zbMath1281.91200OpenAlexW1928612748MaRDI QIDQ5746535
Thomas Lim, Vathana Ly Vath, Simone Scotti, Jean Michel Sahut
Publication date: 19 February 2014
Published in: Seminar on Stochastic Analysis, Random Fields and Applications VII (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0545-2_21
Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)
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