Book Chapter10.1007/978-0-8176-8388-7_15
Continuous-Time Limits
Pierre Bernhard,Jacob Engwerda,Berend Roorda,Johannes Schumacher,Vassili N. Kolokoltsov,Patrick Saint-Pierre+1 more-2012-09-21
0
Chat with Paper
AI Agents for this Paper
No abstract available for this paper.
Keywords
Stochastic volatilityMathematicsContext (archaeology)Limit (mathematics)Degenerate energy levelsNonlinear systemApplied mathematicsValuation of options
Chat
Click to start Chat