Variational Analysis for the Black and Scholes Equation with Stochastic Volatility

Author: Achdou Yves   Tchou Nicoletta  

Publisher: Edp Sciences

E-ISSN: 1290-3841|36|3|373-395

ISSN: 0764-583x

Source: ESAIM: Mathematical Modelling and Numerical Analysis, Vol.36, Iss.3, 2010-03, pp. : 373-395

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