Pages that link to "Item:Q744172"
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The following pages link to Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients (Q744172):
Displaying 5 items.
- Fast mean-reversion asymptotics for large portfolios of stochastic volatility models (Q784739) (← links)
- A stochastic partial differential equation model for the pricing of mortgage-backed securities (Q1615911) (← links)
- An SPDE model for systemic risk with endogenous contagion (Q1999595) (← links)
- Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (Q4607058) (← links)
- Simulation of Conditional Expectations Under Fast Mean-Reverting Stochastic Volatility Models (Q6154295) (← links)