Variational Analysis for Options with Stochastic Volatility and Multiple Factors (Q4579831)
From MaRDI portal
scientific article; zbMATH DE number 6915867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variational Analysis for Options with Stochastic Volatility and Multiple Factors |
scientific article; zbMATH DE number 6915867 |
Statements
Variational Analysis for Options with Stochastic Volatility and Multiple Factors (English)
0 references
10 August 2018
0 references
finance
0 references
options
0 references
partial differential equations
0 references
variational formulation
0 references
parabolic variational inequalities
0 references
0 references
0 references
