Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6504185)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic PDEs for large portfolios with general mean-reverting volatility processes |
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic PDEs for large portfolios with general mean-reverting volatility processes |
scientific article from arXiv |
Statements
Stochastic PDEs for large portfolios with general mean-reverting volatility processes (English)
0 references
