Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7625831
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate |
scientific article; zbMATH DE number 7625831 |
Statements
Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (English)
0 references
1 December 2022
0 references
mathematical finance
0 references
asymptotic expansions
0 references
stochastic interest rate models
0 references
corrections for the Black-Scholes type models
0 references
jump-diffusion models
0 references
0 references
0 references
0 references
0 references
0 references
0.8331987261772156
0 references
0.8088123798370361
0 references
0.7820837497711182
0 references
0.7783746123313904
0 references
0.7766628861427307
0 references
