Uncertain Volatility Models with Stochastic Bounds (Q3122062)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertain Volatility Models with Stochastic Bounds |
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Uncertain Volatility Models with Stochastic Bounds (English)
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20 March 2019
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uncertain volatility
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stochastic bounds
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nonlinear Black-Scholes-Barenblatt PDE
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approximation
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