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International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev
December 13, 2024 15:45, Tbilisi – Bakuriani, Crystal Hotel & Spa in Bakuriani, Conference Hall

SABR type stochastoc volatility operator in Hilbert space

R. Douady


Language: English

© Steklov Math. Inst. of RAS, 2024