SECOND-ORDER STOCHASTIC VOLATILITY ASYMPTOTICS AND THE PRICING OF FOREIGN EXCHANGE DERIVATIVES (Q3304210): Difference between revisions
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Latest revision as of 09:59, 30 July 2024
scientific article
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English | SECOND-ORDER STOCHASTIC VOLATILITY ASYMPTOTICS AND THE PRICING OF FOREIGN EXCHANGE DERIVATIVES |
scientific article |
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SECOND-ORDER STOCHASTIC VOLATILITY ASYMPTOTICS AND THE PRICING OF FOREIGN EXCHANGE DERIVATIVES (English)
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5 August 2020
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FX derivatives pricing
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stochastic volatility
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asymptotic analysis
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singular perturbation theory
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