MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (Q3446057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELING LIQUIDITY EFFECTS IN DISCRETE TIME |
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MODELING LIQUIDITY EFFECTS IN DISCRETE TIME (English)
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8 June 2007
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Bellman equation
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Cox-Ross-Rubinstein model
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equivalent martingale measure
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liquidity risk
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utility maximization from terminal wealth
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