A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models (Q6619591)

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scientific article; zbMATH DE number 7927023
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A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models
scientific article; zbMATH DE number 7927023

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    A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models (English)
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    16 October 2024
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    stochastic volatility models
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    singular McKean-Vlasov equations
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    reproducing kernel Hilbert space
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