Liquidity risk, price impacts and the replication problem (Q483927)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Liquidity risk, price impacts and the replication problem |
scientific article |
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Liquidity risk, price impacts and the replication problem (English)
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17 December 2014
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liquidity risk
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BSDEs
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stochastic volatility
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price impacts
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