Hambly, B., & Kolliopoulos, N. (2024). Stochastic PDEs for large portfolios with general mean-reverting volatility processes. American Institute of Mathematical Sciences.
Style de citation Chicago (17e éd.)Hambly, B., et N. Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. American Institute of Mathematical Sciences, 2024.
Style de citation MLA (9e éd.)Hambly, B., et N. Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. American Institute of Mathematical Sciences, 2024.
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