The following pages link to (Q5486566):
Displayed 3 items.
- Pricing exotic options and American options: a multidimensional asymptotic expansion approach (Q356757) (← links)
- A new computational scheme for computing Greeks by the asymptotic expansion approach (Q853863) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)