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Modeling liquidity effects in discrete time
Çetin, Umut
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003543099
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Speeding up the Euler scheme for killed diffusions
Çetin, Umut
;
Hok, Julien
- In:
Finance and stochastics
28
(
2024
)
3
,
pp. 663-707
Persistent link: https://www.econbiz.de/10015130359
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