Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models (Q5853612)
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scientific article; zbMATH DE number 7319375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models |
scientific article; zbMATH DE number 7319375 |
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Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models (English)
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11 March 2021
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stochastic volatility models
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path dependent
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reflection with multisided barriers
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well-posedness
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perturbation
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