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 10731945. - Vol. 15.2005, 2, p. 373
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