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Inhomogeneous Terminal Value Problems Related to the Option Price in a Regime Switching Market
JOSHI, PURVA CHANDRASHEKHAR
(
2021-07
)
Ternary Regime Switching Modelling for Financial Asset Price Data
D.V.S., ABHIJIT
(
2021-07
)
Market Making in High-Frequency Trading via Mathematical Modelling
GUPTA, SRISHTI
(
2021-07
)
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Author
D.V.S., ABHIJIT (1)
GUPTA, SRISHTI (1)
JOSHI, PURVA CHANDRASHEKHAR (1)
Subject
Mathematical Finance (3)
Applied Probability (1)
High Frequency Trading (1)
Jump Diffusion (1)
Market Microstructure (1)
Mathematics (1)
Partial Differential Equations (1)
Quantitative Finance (1)
Regime Switching (1)
Semi Markov Model (1)
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Date Issued
2021 (3)