Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831)
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scientific article; zbMATH DE number 6915867
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Variational Analysis for Options with Stochastic Volatility and Multiple Factors |
scientific article; zbMATH DE number 6915867 |
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Variational Analysis for Options with Stochastic Volatility and Multiple Factors (English)
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10 August 2018
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finance
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options
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partial differential equations
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variational formulation
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parabolic variational inequalities
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0.9171075
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0.9029248
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0.90288025
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0.9019362
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0.8995663
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0.8983741
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0.8949219
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