Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications.
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- International Journal of Stochastic Analysis, 2017, p. 1, doi. 10.1155/2017/8019498
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- Article
Works matching IS 20903332 AND DT 2017
Results: 4
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2
Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise.
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- International Journal of Stochastic Analysis, 2017, p. 1, doi. 10.1155/2017/9693153
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- Publication type:
- Article
3
Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations.
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- International Journal of Stochastic Analysis, 2017, p. 1, doi. 10.1155/2017/2876961
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- Publication type:
- Article
4
Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease.
- Published in:
- International Journal of Stochastic Analysis, 2017, p. 1, doi. 10.1155/2017/6313620
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- Publication type:
- Article