Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482)
From MaRDI portal
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
