Video library: G. I. Belyavskiy, About a viscosity solution to the G-heat conduction equation in connection with the Black-Scholes formula for a stochastic volatility model

VIDEO LIBRARY


10th International Conference on Stochastic Methods June 3, 2025 10:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"

About a viscosity solution to the G-heat conduction equation in connection with the Black-Scholes formula for a stochastic volatility model G. I. Belyavskiy