Analysis of an Uncertain Volatility Model
| Author | : |
| Publisher | : |
| Total Pages | : |
| Release | : 2004 |
| ISBN-10 | : OCLC:632014019 |
| ISBN-13 | : |
| Rating | : 4/5 (19 Downloads) |
Book Synopsis Analysis of an Uncertain Volatility Model by :
Download or read book Analysis of an Uncertain Volatility Model written by and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We examine, both from an analytical and numerical viewpoint, the uncertain volatility model by Hobson-Rogers in the framework of degenerate parabolic PDEs of Kolmogorov type.