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From rank-based models with common noise to pathwise entropy solutions of SPDEs

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Shkolnikov, Mykhaylo, Yeung, Lane Chun
Formato:	Preprint
Publicado:	2024
Materias:	Probability Analysis of PDEs Mathematical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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