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Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
Bion-Nadal, Jocelyne, (2009)
Dynamic pricing models calibrated on both liquid and illiquid assets
Bion-Nadal, Jocelyne, (2012)
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne, (2008)