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Stochastic PDEs for large portfolios with general mean-reverting volatility processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hambly, Ben, Kolliopoulos, Nikolaos
Format:	Preprint
Published:	2019
Subjects:	Probability Analysis of PDEs Portfolio Management Pricing of Securities Risk Management 60H15, 60H07, 91G80
Online Access:	Acceder al recurso
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