A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A coupled system of integrodifferential equations arising in liquidity risk model |
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A coupled system of integrodifferential equations arising in liquidity risk model (English)
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6 August 2009
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liquidity
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portfolio/consumption problem
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integrodifferential equations
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viscosity solutions
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comparison principle
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