Numerical studies on asymptotics of European option under multiscale stochastic volatility (Q1694499)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical studies on asymptotics of European option under multiscale stochastic volatility |
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Numerical studies on asymptotics of European option under multiscale stochastic volatility (English)
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2 February 2018
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financial market
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mean reversion volatility
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asymptotic expansion
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stochastic volatilities
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regular perturbation
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singular perturbation
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European option
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