Solution to multiscale Asian option pricing model with the singular perturbation method (Q2992218)
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scientific article; zbMATH DE number 6611116
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| English | Solution to multiscale Asian option pricing model with the singular perturbation method |
scientific article; zbMATH DE number 6611116 |
Statements
10 August 2016
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multiple scales Asian options
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stochastic volatility
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singular perturbation
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remainder term estimation
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0.9738155603408812
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0.8203979134559631
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0.8171640038490295
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0.8158157467842102
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