Matching asymptotics in path-dependent option pricing (Q968852): Difference between revisions
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Revision as of 20:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Matching asymptotics in path-dependent option pricing |
scientific article |
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Matching asymptotics in path-dependent option pricing (English)
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10 May 2010
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path-dependent option
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stochastic volatility
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singularity
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matched asymptotic expansion
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