The Black and Scholes equation with stochastic volatility. Variational methods

被引：0

作者：

Achdou, Y

Tchou, N

机构：

[1] Univ Paris 07, F-75251 Paris 5, France

[2] Univ Rennes 1, Irmar, F-35420 Rennes, France

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 2001年 / 332卷 / 11期

关键词：

D O I：

10.1016/S0764-4442(01)01958-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

页码：1031 / 1036

页数：6

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