EFFECTIVE ASYMPTOTICS ANALYSIS FOR FINANCE
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Publication:5114683
DOI10.1142/S0219024920500132zbMath1443.91290MaRDI QIDQ5114683
Joris van der Hoeven, Cyril Grunspan
Publication date: 25 June 2020
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024920500132
41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)
91G20: Derivative securities (option pricing, hedging, etc.)
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