Risk modelling on liquidations with Levy processes

Aili Zhang; Ping Chen; Shuanming Li; Wenyuan Wang

Journal article

Risk modelling on liquidations with Levy processes

Aili Zhang, Ping Chen, Shuanming Li, Wenyuan Wang

APPLIED MATHEMATICS AND COMPUTATION | ELSEVIER SCIENCE INC | Published : 2022

DOI: 10.1016/j.amc.2021.126584

University of Melbourne Researchers

Shuanming Li Author

Ping Chen Author

Grants

Awarded by National Natural Science Foundation of China

Funding Acknowledgements

The authors are very grateful to the anonymous referees for their helpful comments on the earlier version of this paper. Wenyuan Wang acknowledges the financial support from the National Natural Science Foundation of China (No.11661074) . Ping Chen acknowledges the financial support from the National Natural Science Foundation of China (Nos, 71871071, 72071051) .