Algebraic solution of the Stein-Stein model for stochastic volatility (Q718482)
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scientific article; zbMATH DE number 5950247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algebraic solution of the Stein-Stein model for stochastic volatility |
scientific article; zbMATH DE number 5950247 |
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Algebraic solution of the Stein-Stein model for stochastic volatility (English)
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23 September 2011
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symmetry analysis
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similarity solutions
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stochastic processes
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nonlinear evolution equations
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