Pages that link to "Item:Q3393980"
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The following pages link to SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING (Q3393980):
Displaying 4 items.
- Option valuation by using discrete singular convolution (Q2570721) (← links)
- Asymptotics beats Monte Carlo: the case of correlated local vol baskets (Q2922151) (← links)
- THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596) (← links)
- Perpetual Options on Multiple Underlyings (Q4585898) (← links)