Rough PDEs for local stochastic volatility models (Q6444151)
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scientific article; zbMATH DE number 900600446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rough PDEs for local stochastic volatility models |
scientific article; zbMATH DE number 900600446 |
Statements
18 July 2023
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q-fin.MF
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math.PR
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