Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate |
scientific article |
Statements
Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (English)
0 references
1 December 2022
0 references
mathematical finance
0 references
asymptotic expansions
0 references
stochastic interest rate models
0 references
corrections for the Black-Scholes type models
0 references
jump-diffusion models
0 references
0 references
0 references
0 references
0 references
0 references
