Ben Hambly, Nikolaos Kolliopoulos. Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models. SIAM J. Financial Math., 8(1):962-1014, 2017. [doi]
@article{HamblyK17,
title = {Stochastic Evolution Equations for Large Portfolios of Stochastic Volatility Models},
author = {Ben Hambly and Nikolaos Kolliopoulos},
year = {2017},
doi = {10.1137/17M111715X},
url = {https://doi.org/10.1137/17M111715X},
researchr = {https://researchr.org/publication/HamblyK17},
cites = {0},
citedby = {0},
journal = {SIAM J. Financial Math.},
volume = {8},
number = {1},
pages = {962-1014},
}