Singular risk-neutral valuation equations (Q1761441): Difference between revisions
From MaRDI portal
Latest revision as of 21:51, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Singular risk-neutral valuation equations |
scientific article |
Statements
Singular risk-neutral valuation equations (English)
0 references
15 November 2012
0 references
degenerate integro-differential equations
0 references
viscosity solutions
0 references
Asian options
0 references
stochastic volatility
0 references
jump-diffusion
0 references
0 references
0 references
0 references
0 references
0 references
0 references