On a stochastic heat equation with first order fractional noises and applications to finance (Q714080)
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scientific article; zbMATH DE number 6096061
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| English | On a stochastic heat equation with first order fractional noises and applications to finance |
scientific article; zbMATH DE number 6096061 |
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On a stochastic heat equation with first order fractional noises and applications to finance (English)
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19 October 2012
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first order noise
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adjoint operator
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existence and uniqueness
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regularity
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term structure
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arbitrary-free
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0.7841735482215881
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0.7652106881141663
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0.7579364776611328
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0.7485564351081848
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0.7471294403076172
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