• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

PDE for Stochastic Volatility Model and connection to Feynman-Kac

Hi,Guys:
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
 

Attachments

  • SVM question.docx
    44 KB · Views: 71

Bastian Gross

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