The Black-Scholes equation in stochastic volatility models

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Publication:973979

DOI10.1016/j.jmaa.2010.04.014zbMath1188.91200OpenAlexW1994752531MaRDI QIDQ973979

Johan Tysk, Erik Ekström

Publication date: 26 May 2010

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2010.04.014




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