A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (Q3067160): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219024910006169 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121861658 / rank | |||
Normal rank | |||
Latest revision as of 09:48, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS |
scientific article |
Statements
A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS (English)
0 references
20 January 2011
0 references
currency option
0 references
libor market model
0 references
stochastic volatility
0 references
asymptotic expansion
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
