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

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10th International Conference on Stochastic Methods
June 3, 2025 10:45–11:00, 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

*Supplementary materials:*
	Adobe PDF	447.9 Kb
	Adobe PDF	894.8 Kb
	Adobe PDF	498.1 Kb

Supplementary materials:

Beliavsky_Danilova2_abstract.pdf (447.9 Kb) ,

Белявский.pdf (894.8 Kb) ,

DanilovaBeliavsky.pdf (498.1 Kb)

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