Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (Q4971983)
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scientific article; zbMATH DE number 7135140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models |
scientific article; zbMATH DE number 7135140 |
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Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models (English)
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22 November 2019
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SPDE
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large portfolio
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distance to default
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Malliavin calculus
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stochastic volatility
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CIR volatility
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