PDE CDT Technical Reports

PDECDT 16.01 - Ergodic Backward Stochastic Difference Equations- Andrew L Allan and Samuel N Cohen

PDECDT 17.01 - Stochastic evolution equations for large portfolios of stochastic volatility models - Ben Hambly and Nikolaos Kolliopoulos

PDECDT 17.02 - On critical Lp- differentiability of BD-maps - Franz Gmeineder and Bogdan Raita

PDF icon PDECDT 16.01.pdf498.26 KB
PDF icon PDECDT 17.02.pdf373.32 KB