Asymptotic expansion for some local volatility models arising in finance

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Publication:2292052

DOI10.1007/s10203-019-00247-wzbMath1432.91107arXiv1809.06596OpenAlexW2891201339WikidataQ127944260 ScholiaQ127944260MaRDI QIDQ2292052

Francesco Giuseppe Cordoni, Gregorio Pellegrini, Luca Di Persio, Sergio A. Albeverio

Publication date: 31 January 2020

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.06596




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