The Stochastic Solution to a Cauchy Problem for Degenerate Parabolic Equations
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References listed on IDEAS
- Alexander Cox & David Hobson, 2005. "Local martingales, bubbles and option prices," Finance and Stochastics, Springer, vol. 9(4), pages 477-492, October.
- Hardy Hulley & Eckhard Platen, 2008. "A Visual Classification of Local Martingales," Research Paper Series 238, Quantitative Finance Research Centre, University of Technology, Sydney.
- Erhan Bayraktar & Constantinos Kardaras & Hao Xing, 2010.
"Valuation equations for stochastic volatility models,"
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-06 (All new papers)
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