Hambly, B., & Kolliopoulos, N. (2024). Stochastic PDEs for large portfolios with general mean-reverting volatility processes. American Institute of Mathematical Sciences.
Чикаго-гийн эшлэл (17 дахь хэвлэлт)Hambly, B., ба N. Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. American Institute of Mathematical Sciences, 2024.
MLA -ийн эшлэл (9 дэх хэвлэлт)Hambly, B., ба N. Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. American Institute of Mathematical Sciences, 2024.
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