An infinite-dimensional model of liquidity in financial markets (Q2241898)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An infinite-dimensional model of liquidity in financial markets |
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An infinite-dimensional model of liquidity in financial markets (English)
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9 November 2021
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liquidity modeling
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Brownian sheet
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Itô-Wentzell formula
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no-arbitrage condition
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stochastic partial differential equations
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