Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.cnsns.2010.08.008 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2041580863 / rank | |||
Normal rank | |||
Revision as of 00:20, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algebraic solution of the Stein-Stein model for stochastic volatility |
scientific article |
Statements
Algebraic solution of the Stein-Stein model for stochastic volatility (English)
0 references
23 September 2011
0 references
symmetry analysis
0 references
similarity solutions
0 references
stochastic processes
0 references
nonlinear evolution equations
0 references
