An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems (Q5047117)

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scientific article; zbMATH DE number 7614424
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An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems
scientific article; zbMATH DE number 7614424

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    An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems (English)
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    9 November 2022
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    asymptotic expansion
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    eigenfunction expansion
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    financial valuation problem
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