Singular Perturbations in Option Pricing (Q4429801)

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scientific article; zbMATH DE number 1986961
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English
Singular Perturbations in Option Pricing
scientific article; zbMATH DE number 1986961

    Statements

    title
    Singular Perturbations in Option Pricing (English)
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    author
    Jean-Pierre Fouque
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    Ronnie Sircar
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    Knut Sølna
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    George S. Papanicolaou
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    publication date
    28 September 2003
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    zbMATH Keywords
    mathematical finance
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    option pricing
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    stochastic volatility
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    singular perturbations
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G15
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    60G44
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    60H15
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    60J60
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    zbMATH DE Number
    1986961
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    OpenAlex ID
    W1977153352
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