Hambly, B., & Kolliopoulos, N. (2019). Stochastic PDEs for large portfolios with general mean-reverting volatility processes.
Chicago Style (17th ed.) CitationHambly, Ben, and Nikolaos Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. 2019.
MLA (9th ed.) CitationHambly, Ben, and Nikolaos Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. 2019.
Warning: These citations may not always be 100% accurate.