On validity of the asymptotic expansion approach in contingent claim analysis (Q1425481)
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scientific article; zbMATH DE number 2061206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On validity of the asymptotic expansion approach in contingent claim analysis |
scientific article; zbMATH DE number 2061206 |
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On validity of the asymptotic expansion approach in contingent claim analysis (English)
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21 March 2004
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Valuation of financial contingent claims
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asymptotic expansion
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small disturbance asymptotics
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validity
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Wanatabe-Yoshida theory
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Malliavin calculus
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