Asymptotic Expansion Approach in Finance (Q4560338)
From MaRDI portal
scientific article; zbMATH DE number 6991894
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic Expansion Approach in Finance |
scientific article; zbMATH DE number 6991894 |
Statements
Asymptotic Expansion Approach in Finance (English)
0 references
11 December 2018
0 references
asymptotic expansion
0 references
derivatives
0 references
option pricing
0 references
hedge
0 references
greeks
0 references
stochastic volatility
0 references
interest rate
0 references
term structure model
0 references
Malliavin calculus
0 references
Watanabe theory
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references