The Black-scholes equation revisited : asymptotic expansions and singular perturbations
Year of publication: |
2005
|
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Authors: | Widdicks, Martin ; Duck, Peter W. ; Andricopoulos, Ari D. ; Newton, David P. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 15.2005, 2, p. 373-391
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Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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