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Showing 1 to 1 of 1 for “"Black-Scholes-Barenblatt equation"”.
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The Statistical Exploration in the $G$-expectation Framework: The Pseudo Simulation and Estimation of Variance Uncertainty
… to stochastically solve the nonlinear emph{Black-Scholes-Barenblatt equation with volatility uncertainty}. This thesis is the theoretical and technical preparation for the future industrial application of $G$-framework.