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Rough PDEs for local stochastic volatility models

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Bank, Peter, Bayer, Christian, Friz, Peter K., Pelizzari, Luca
Formato:	Preprint
Publicado:	2023
Materias:	Mathematical Finance Probability 91G20, 91G60, 60L50
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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