The following pages link to Optimal liquidity provision (Q2348293):
Displaying 3 items.
- SDEs with two reflecting barriers driven by semimartingales and processes with bounded \(p\)-variation (Q2668497) (← links)
- A Leland model for delta hedging in central risk books (Q6146669) (← links)
- SDEs with two reflecting barriers driven by optional processes with regulated trajectories (Q6658928) (← links)
