Singular Perturbations for Boundary Value Problems Arising from Exotic Options (Q4830584)
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scientific article; zbMATH DE number 2121964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Perturbations for Boundary Value Problems Arising from Exotic Options |
scientific article; zbMATH DE number 2121964 |
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Singular Perturbations for Boundary Value Problems Arising from Exotic Options (English)
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13 December 2004
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stochastic volatility
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asymptotic approximations
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option pricing
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