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A Reproducing Kernel Hilbert Space approach to singular local stochastic volatility McKean-Vlasov models

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Bayer, Christian, Belomestny, Denis, Butkovsky, Oleg, Schoenmakers, John
Format:	Preprint
Publié:	2022
Sujets:	Computational Finance Probability 91G20, 65C30, 46E22
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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