Asset liquidity and the valuation of derivative securities (Q442747)
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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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