A coupled system of integrodifferential equations arising in liquidity risk model

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Publication:2272162

DOI10.1007/s00245-008-9046-9zbMath1167.49036OpenAlexW2169022319MaRDI QIDQ2272162

Huyên Pham, Peter Tankov

Publication date: 6 August 2009

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-008-9046-9



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