Stochastic PDEs for large portfolios with general mean-reverting volatility processes (Q6612334)
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scientific article; zbMATH DE number 7920272
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic PDEs for large portfolios with general mean-reverting volatility processes |
scientific article; zbMATH DE number 7920272 |
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Stochastic PDEs for large portfolios with general mean-reverting volatility processes (English)
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30 September 2024
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stochastic PDEs
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large portfolios
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general mean-reverting volatility processes
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stochastic volatility model
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credit risk
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