Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing (Q5388689)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing |
scientific article; zbMATH DE number 6025786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing |
scientific article; zbMATH DE number 6025786 |
Statements
Closed-Form Asymptotics and Numerical Approximations of 1D Parabolic Equations with Applications to Option Pricing (English)
0 references
19 April 2012
0 references
Green's function
0 references
local volatility
0 references
closed-form solution
0 references
Dyson-Taylor commutator
0 references
