A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS

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Publication:3067160

DOI10.1142/S0219024910006169zbMath1206.91083OpenAlexW3121861658MaRDI QIDQ3067160

Akihiko Takahashi, Kohta Takehara

Publication date: 20 January 2011

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024910006169




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