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A stochastic representation for nonlocal parabolic PDEs with applications
Dai, Min
;
Kou, Steven
;
Yang, Chen
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 1707-1730
Persistent link: https://www.econbiz.de/10013374967
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An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
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