Pages that link to "Item:Q707247"
From MaRDI portal
The following pages link to An asymptotic expansion for a Black--Scholes type model (Q707247):
Displaying 4 items.
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Asymptotic expansions for SDE's with small multiplicative noise (Q2253854) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- An asymptotic expansion approach to currency options with a market model of interest rates under stochastic volatility processes of spot exchange rates (Q2471737) (← links)
