Stochastic Evolution Equations for Large Portfolios of...

Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models

Hambly, Ben, Kolliopoulos, Nikolaos
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Volume:
8
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/17M111715X
Date:
January, 2017
File:
PDF, 501 KB
english, 2017
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