On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula

Fuente: arXiv

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Bibliographic Details
Main Authors:	Das, Kaustav, Guo, Ivan, Loeper, Grégoire
Format:	Preprint
Published:	2021
Subjects:	Mathematical Finance Probability 60H15, 60H30, 91G20, 91G60 G.3
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2106.14870