Convergence by Viscosity Methods in Multiscale Financial Models with Stochastic Volatility

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Publication:3563693

DOI10.1137/090748147zbMath1189.35020OpenAlexW2047641866MaRDI QIDQ3563693

Annalisa Cesaroni, Luigi Manca, Martino Bardi

Publication date: 1 June 2010

Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6575fa878f5ea335e41a2350a1b881891f00a66d




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