scientific article; zbMATH DE number 1517499
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Publication:4509488
zbMath0954.91025MaRDI QIDQ4509488
K. Ronnie Sircar, Jean-Pierre Fouque, George S. Papanicolaou
Publication date: 16 October 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Asymptotic expansions of solutions to PDEs (35C20)
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