Asymptotic expansion approach in finance (Q4560338)
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scientific article; zbMATH DE number 6991894
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic expansion approach in finance |
scientific article; zbMATH DE number 6991894 |
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Asymptotic Expansion Approach in Finance (English)
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11 December 2018
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asymptotic expansion
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derivatives
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option pricing
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hedge
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greeks
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stochastic volatility
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interest rate
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term structure model
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Malliavin calculus
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Watanabe theory
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0.85254967212677
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0.8074138760566711
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0.7872681617736816
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0.7856027483940125
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0.7830559015274048
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