Generalized Feynman–Kac formula under volatility uncertainty
| Autor: | Akhtari, Bahar, Biagini, Francesca, Mazzon, Andrea, Oberpriller, Katharina |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications December 2023 166 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect