Asymptotic expansion for small diffusions applied to option pricing (Q1771230)
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scientific article; zbMATH DE number 2153950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion for small diffusions applied to option pricing |
scientific article; zbMATH DE number 2153950 |
Statements
Asymptotic expansion for small diffusions applied to option pricing (English)
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7 April 2005
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Asymptotic expansion
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Malliavin calculus
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option pricing
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small diffusion process
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