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15th Congress, Campinas SP, Brazil, August 14-19, 2005
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THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
Widdicks, Martin
;
Duck, Peter W.
;
Andricopoulos, Ari D.
; …
- In:
Mathematical Finance
15
(
2005
)
2
,
pp. 373-391
Persistent link: https://www.econbiz.de/10005139683
Saved in:
2
SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING
Duck, Peter W.
;
Yang, Chao
;
Newton, David P.
;
Widdicks, …
- In:
Mathematical Finance
19
(
2009
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10005023793
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