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scientific article; zbMATH DE number 1517499
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scientific article; zbMATH DE number 1517499

    Statements

    author
    Jean-Pierre Fouque
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    K. Ronnie Sircar
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    George S. Papanicolaou
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    publication date
    16 October 2000
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    zbMATH Keywords
    derivatives
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    option pricing
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    stochastic volatility
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    asymptotic analysis
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91G20
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    60H30
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    35C20
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    zbMATH DE Number
    1517499
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