On validity of the asymptotic expansion approach in contingent claim analysis (Q1425481): Difference between revisions

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Latest revision as of 16:21, 6 June 2024

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On validity of the asymptotic expansion approach in contingent claim analysis
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    On validity of the asymptotic expansion approach in contingent claim analysis (English)
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    21 March 2004
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    Valuation of financial contingent claims
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    asymptotic expansion
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    small disturbance asymptotics
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    validity
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    Wanatabe-Yoshida theory
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    Malliavin calculus
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