SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980)
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scientific article; zbMATH DE number 5599344
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING |
scientific article; zbMATH DE number 5599344 |
Statements
SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (English)
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28 August 2009
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option valuation
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singular perturbation theory
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numerical techniques
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multiple underlyings
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implied volatilities
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0.8394879698753357
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0.7959368824958801
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0.7587020397186279
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0.7565835118293762
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0.7520884275436401
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