Hambly, B., & Kolliopoulos, N. (2024). Stochastic PDEs for large portfolios with general mean-reverting volatility processes. American Institute of Mathematical Sciences.
Chicago-čujuhus (17. p.)Hambly, B., juo N. Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. American Institute of Mathematical Sciences, 2024.
MLA-čujuhus (9. p.)Hambly, B., juo N. Kolliopoulos. Stochastic PDEs for Large Portfolios with General Mean-reverting Volatility Processes. American Institute of Mathematical Sciences, 2024.
Muitte dárkkistit čujuhemiid riektatvuođa, ovdal go geavahat daid iežat deavsttas.