On validity of the asymptotic expansion approach in contingent claim analysis (Q1425481)
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scientific article; zbMATH DE number 2061206
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| English | On validity of the asymptotic expansion approach in contingent claim analysis |
scientific article; zbMATH DE number 2061206 |
Statements
On validity of the asymptotic expansion approach in contingent claim analysis (English)
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21 March 2004
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Valuation of financial contingent claims
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asymptotic expansion
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small disturbance asymptotics
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validity
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Wanatabe-Yoshida theory
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Malliavin calculus
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0.8961219191551208
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0.8678389191627502
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0.7994791865348816
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0.7877883911132812
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