Matching asymptotics in path-dependent option pricing (Q968852)
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scientific article; zbMATH DE number 5706226
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| English | Matching asymptotics in path-dependent option pricing |
scientific article; zbMATH DE number 5706226 |
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Matching asymptotics in path-dependent option pricing (English)
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10 May 2010
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path-dependent option
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stochastic volatility
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singularity
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matched asymptotic expansion
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0.8727784156799316
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0.7969268560409546
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0.7735299468040466
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0.7731934785842896
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