NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME (Q2853382): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME |
scientific article |
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NOTE ON AN EXTENSION OF AN ASYMPTOTIC EXPANSION SCHEME (English)
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21 October 2013
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asymptotic expansion
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option pricing
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stochastic volatility model
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CEV model
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SABR model
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Malliavin calculus
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