The Heston stochastic volatility model has a boundary trace at zero volatility (Q2680218)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Heston stochastic volatility model has a boundary trace at zero volatility |
scientific article |
Statements
The Heston stochastic volatility model has a boundary trace at zero volatility (English)
0 references
30 January 2023
0 references
degenerate parabolic equation
0 references
weighted Sobolev space
0 references
holomorphic semigroup
0 references
parabolic smoothing effect
0 references
dynamic boundary conditions
0 references
Heston's stochastic volatility model
0 references
0 references
0 references
0 references
0 references
0 references
