Open AccessViscosity methods for multiscale financial models with stochastic volatility
Author(s) -
Martino Bardi,
Annalisa Cesaroni,
Daria Ghilli,
Andrea Scotti
Publication year - 2014
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - volatility (finance) , stochastic volatility , computer science , econometrics , economics
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