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seen Jul 26 at 1:21

Oct
28
comment What is Heston's equation?
If I understood you correctly such models have little use and mathematicians just play with them. To do it clear, is there any sense to do research of PDE and SPDE in connection with mathematical finance?
Oct
23
comment What is Heston's equation?
Thank you! I read this article. Actually it interested me because the author used weighted Sobolev spaces which I study.
Oct
23
awarded  Student
Oct
23
asked What is Heston's equation?
Oct
22
awarded  Supporter