THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596)
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scientific article; zbMATH DE number 5004616
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| English | THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS |
scientific article; zbMATH DE number 5004616 |
Statements
THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (English)
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8 February 2006
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option valuation
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numerical technique
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look-up tables
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0.8424752354621887
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0.8394879698753357
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0.8123137950897217
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