Singular Perturbations in Option Pricing (Q4429801): Difference between revisions
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Latest revision as of 11:39, 30 July 2024
scientific article; zbMATH DE number 1986961
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Perturbations in Option Pricing |
scientific article; zbMATH DE number 1986961 |
Statements
Singular Perturbations in Option Pricing (English)
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28 September 2003
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mathematical finance
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option pricing
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stochastic volatility
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singular perturbations
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