Article Title
An infinite dimensional stochastic analysis approach to local volatility dynamic models
DOI
10.31390/cosa.2.1.08
Recommended Citation
Carmona, R and Nadtochiy, S
(2008)
"An infinite dimensional stochastic analysis approach to local volatility dynamic models,"
Communications on Stochastic Analysis: Vol. 2:
No.
1, Article 8.
DOI: 10.31390/cosa.2.1.08
Available at:
https://repository.lsu.edu/cosa/vol2/iss1/8