Matching asymptotics in path-dependent option pricing (Q968852): Difference between revisions

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Latest revision as of 20:18, 2 July 2024

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Matching asymptotics in path-dependent option pricing
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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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