A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (Q4609028)

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scientific article; zbMATH DE number 6854749
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A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk
scientific article; zbMATH DE number 6854749

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    A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (English)
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    29 March 2018
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    asset price model
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    liquidity risk
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