scientific article; zbMATH DE number 7709992
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Publication:6168686
DOI10.14317/jami.2023.033zbMath1524.35125MaRDI QIDQ6168686
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Publication date: 11 July 2023
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic analysisMonte-Carlo methodvulnerable optionforeign exchange optionmultiscale stochastic volatility
Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Asymptotic expansions of solutions to PDEs (35C20)
Cites Work
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