Convergence by Viscosity Methods in Multiscale Financial Models with Stochastic Volatility (Q3563693)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence by Viscosity Methods in Multiscale Financial Models with Stochastic Volatility |
scientific article |
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Convergence by Viscosity Methods in Multiscale Financial Models with Stochastic Volatility (English)
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1 June 2010
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asymptotic approximation
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portfolio optimization
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fast time scale
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