Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models-Reference-Cited by-同舟云学术

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Erratum: Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models

Published:2019-01 Issue:3 Volume:10 Page:857-876
ISSN:1945-497X
Container-title:SIAM Journal on Financial Mathematics
language:en
Short-container-title:SIAM J. Finan. Math.

Author:

Hambly Ben,Kolliopoulos Nikolaos

Funder

Foundation for Education and European Culture

Engineering and Physical Sciences Research Council

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Finance,Numerical Analysis

Link

https://epubs.siam.org/doi/pdf/10.1137/19M1260980

Reference5 articles.

1. Maximum principle for quasilinear SPDE’s on a bounded domain without regularity assumptions

2. Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models

3. AW n 2-theory of the Dirichlet problem for SPDEs in general smooth domains

4. Stochastic evolution equations

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Well-posedness of a system of SDEs driven by jump random measures;Stochastics and Dynamics;2023-05-13

2. Fast mean-reversion asymptotics for large portfolios of stochastic volatility models;Finance and Stochastics;2020-05-08

3. High Volatility Limits of Asset Prices with Applications to Option Pricing;SSRN Electronic Journal;2020

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