\( C^{1,\alpha}\) regularity for degenerate parabolic equations arising from the Heston model (Q6181191)
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scientific article; zbMATH DE number 7792427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \( C^{1,\alpha}\) regularity for degenerate parabolic equations arising from the Heston model |
scientific article; zbMATH DE number 7792427 |
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\( C^{1,\alpha}\) regularity for degenerate parabolic equations arising from the Heston model (English)
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22 January 2024
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boundary degeneration
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degenerate parabolic equation
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Heston stochastic volatility process
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Hölder space
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Harnack inequality
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