scientific article; zbMATH DE number 1444366

zbMATH Open0938.93516MaRDI QIDQ4953409FDOQ4953409

Authors: Jacob Roll 

Publication date: 21 June 2000

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Design techniques (robust design, computer-aided design, etc.) (93B51) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Cited In (3)

• AN EXPLANATION OF NON-EQUILIBRIUM CURRENCY BID-ASK SPREADS
• AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES
• INVENTORY HEDGING AND OPTION MARKET MAKING

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