Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6504185)
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scientific article; zbMATH DE number 900454033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic PDEs for large portfolios with general mean-reverting volatility processes |
scientific article; zbMATH DE number 900454033 |
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Stochastic PDEs for large portfolios with general mean-reverting volatility processes (English)
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1 January 1 CEGregorian
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