Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6504185)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic PDEs for large portfolios with general mean-reverting volatility processes |
scientific article; zbMATH DE number 900454033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic PDEs for large portfolios with general mean-reverting volatility processes |
scientific article; zbMATH DE number 900454033 |
Statements
Stochastic PDEs for large portfolios with general mean-reverting volatility processes (English)
0 references
1 January 1 CEGregorian
0 references
