Super-Diffusive Noise Source in Asset Dynamics

Hongler, Max-Olivier2013-05-242013-05-242013-05-24201310.4236/jmf.2013.31004https://infoscience.epfl.ch/handle/20.500.14299/92385Black-Scholes dynamicsnon-Gaussian noise sourcesoptimal stoppingoptimal controldiffusive Monge-Ampère equationSuper-Diffusive Noise Source in Asset Dynamicstext::journal::journal article::research article