Stochastic Volatility and Correction to the Heat Equation

  • Fouque J
  • Papanicolaou G
  • Sircar R
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Fouque, J.-P., Papanicolaou, G., & Sircar, R. (2004). Stochastic Volatility and Correction to the Heat Equation. In Seminar on Stochastic Analysis, Random Fields and Applications IV (pp. 265–274). Birkhäuser Basel. https://doi.org/10.1007/978-3-0348-7943-9_16

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