Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6504185)

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scientific article; zbMATH DE number 900454033
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English
Stochastic PDEs for large portfolios with general mean-reverting volatility processes
scientific article; zbMATH DE number 900454033

    Statements

    title
    Stochastic PDEs for large portfolios with general mean-reverting volatility processes (English)
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    author
    Benjamin M. Hambly
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    Nikolaos Kolliopoulos
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    publication date
    1 January 1 CEGregorian
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    Identifiers

    Mathematics Subject Classification ID
    60H15
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    60H07
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    91G80
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