Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate

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Publication:2107407

DOI10.1007/978-3-030-87432-2_3zbMath1499.91168OpenAlexW4211069337MaRDI QIDQ2107407

Luca Di Persio, Francesco Giuseppe Cordoni

Publication date: 1 December 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-87432-2_3






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