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- W2100451591 abstract "We examine, from both analytical and numerical viewpoints, the uncertain volatility model by Hobson-Rogers in the framework of degenerate parabolic PDEs of Kolmogorov type." @default.
- W2100451591 created "2016-06-24" @default.
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- W2100451591 date "2006-10-19" @default.
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- W2100451591 title "Analysis of an uncertain volatility model" @default.
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- W2100451591 doi "https://doi.org/10.1155/jamds/2006/15609" @default.
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