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PDE for Stochastic Volatility Model and connection to Feynman-Kac

I have recently studied some stochastic volatility model and i found some connection between the PDE for general stochastic volatility model and Feynman-Kac theorem.
Can anyone help me solve my question?Thanks a lot


  • SVM question.docx
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Bastian Gross

German Mathquant
Sorry, but can't read the formulas.