A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162)
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scientific article; zbMATH DE number 5590658
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| English | A coupled system of integrodifferential equations arising in liquidity risk model |
scientific article; zbMATH DE number 5590658 |
Statements
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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0.8603335022926331
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0.814145565032959
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0.7724306583404541
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0.7648676037788391
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0.7473017573356628
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