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