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Rough PDEs for Local Stochastic Volatility Models
Rough PDEs for Local Stochastic Volatility Models
Fuente:
Wiley Open Access
Saved in:
Bibliographic Details
Main Authors:
Peter Bank
,
Christian Bayer
,
Peter K. Friz
,
Luca Pelizzari
Format:
Artículo Open Access
Published:
Wiley
2025
Subjects:
Mathematical Finance
Online Access:
Acceder al recurso
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