Matching asymptotics in path-dependent option pricing (Q968852)

From MaRDI portal
Revision as of 20:18, 2 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Matching asymptotics in path-dependent option pricing
scientific article

    Statements

    title
    Matching asymptotics in path-dependent option pricing (English)
    0 references
    author
    Sang-Hyeon Park
    0 references
    Sun-Yong Choi
    0 references
    Jeong-Hoon Kim
    0 references
    publication date
    10 May 2010
    0 references
    zbMATH DE Number
    5706226
    0 references
    zbMATH Keywords
    path-dependent option
    0 references
    stochastic volatility
    0 references
    singularity
    0 references
    matched asymptotic expansion
    0 references
    OpenAlex ID
    W1984061534
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q968852&oldid=35169507"
    Powered by MediaWiki