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On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
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Yamada, Toshihiro
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Mathematics of operations research
40
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2015
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3
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Persistent link: https://www.econbiz.de/10011338705
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Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
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Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
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1
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pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
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