HIGHLIGHTS
- who: Bu00e9nu00e9dicte Alziary from the A part of this research was performed while the second author (PT.) was a visiting professor at Toulouse School of Economics, I.M.T [, ]. Universitu00e9 de Toulouse, Capitole, Toulouse, France. have published the paper: The Heston stochastic volatility model has a boundary trace at zero volatility, in the Journal: (JOURNAL)
- what: The authors investigate the influence of the boundary behavior of the initial data u 0 u2208 H on the boundary behavior of u(t) for t > 0. In the present work the authors focus on the degenerate A part . . .
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