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On a class of semi-elliptic diffusion models. Part I: a constructive analytical approach for global existence, densities, and numerical schemes
Degenerate parabolic equations financial derivatives
2010/10/18
Semi-elliptic stochastic differential equations (SDEs) are common models among practitioners. However, value functions and sensitivities of such models are described by degenerate parabolic partial d...
Nobel Laureate Stresses Key Role of UN in Global Financial Architecture(图)
Nobel Laureate Key Role Global Financial Architecture
2009/8/31
The remarks were made as part of Professor Stiglitz’s lecture on United Nations System and the economic crisis: towards a new global financial and economic architecture delivered at the United Nations...