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Lishang Jiang
Information about the author Lishang Jiang will soon be added to the site.
Found
2 papers
in total
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Optimal Decision for Selling an Illiquid Stock
2011
This paper is concerned with liquidation of an illiquid stock. The stock price follows...
A modified structural model for credit risk
2011
In this paper, we modify classical structural models such as the Black–Cox model...
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