The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims (Q2707166): Difference between revisions
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Revision as of 09:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims |
scientific article |
Statements
The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims (English)
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29 March 2001
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derivatives asymptotic expansion
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small disturbance asymptotics
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term structure of interest
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