Pages that link to "Item:Q4671839"
From MaRDI portal
The following pages link to A partial differential equation connected to option pricing with stochastic volatility: Regularity results and discretization (Q4671839):
Displaying 4 items.
- Numerical methods for Lévy processes (Q964687) (← links)
- Convergence of a class of degenerate Ginzburg-Landau functionals and regularity for a subelliptic harmonic map equation (Q1034858) (← links)
- Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831) (← links)
- Analytic approach to solve a degenerate parabolic PDE for the Heston model (Q5348435) (← links)
