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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| English | A Lévy-driven asset price model with bankruptcy and liquidity risk |
scientific article; zbMATH DE number 6854749 |
Statements
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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0.7738990783691406
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0.746539831161499
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0.7428088188171387
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