4. Mathematics
  5. Probability

Alexandre F. Roch

Mathematics – Probability

Scientist

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Liquidity Risk, Price Impacts and the Replication Problem

Mathematics – Probability
Scientific paper

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Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Profile ID: LFWR-SCP-P-385111

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