Analysis of an uncertain volatility model. (19th October 2006)
- Record Type:
- Journal Article
- Title:
- Analysis of an uncertain volatility model. (19th October 2006)
- Main Title:
- Analysis of an uncertain volatility model
- Authors:
- Di Francesco, Marco
Foschi, Paolo
Pascucci, Andrea - Abstract:
- Abstract : We examine, from both analytical and numerical viewpoints, the uncertain volatility model by Hobson-Rogers in the framework of degenerate parabolic PDEs of Kolmogorov type.
- Is Part Of:
- Journal of applied mathematics & decision sciences. Volume 2006(2006)
- Journal:
- Journal of applied mathematics & decision sciences
- Issue:
- Volume 2006(2006)
- Issue Display:
- Volume 2006, Issue 2006 (2006)
- Year:
- 2006
- Volume:
- 2006
- Issue:
- 2006
- Issue Sort Value:
- 2006-2006-2006-0000
- Page Start:
- Page End:
- Publication Date:
- 2006-10-19
- Subjects:
- Operations research -- Periodicals
Mathematical models -- Periodicals
Statistics -- Periodicals
Quality control -- Periodicals
Mathematical models
Operations research
Quality control
Statistics
Periodicals
519.05 - Journal URLs:
- https://www.hindawi.com/journals/ads/contents/journal.of.applied.mathematics.and.decision.sciences/ ↗
http://www.tandfonline.com/toc/hzzf20/current ↗
http://www.tandfonline.com/ ↗
http://www.hindawi.com/journals/jamds/ ↗ - DOI:
- 10.1155/JAMDS/2006/15609 ↗
- Languages:
- English
- ISSNs:
- 1173-9126
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 4942.684000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 10613.xml