Asymptotic approximations for pricing derivatives under mean-reverting processes (Q2816960)
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scientific article; zbMATH DE number 6619842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic approximations for pricing derivatives under mean-reverting processes |
scientific article; zbMATH DE number 6619842 |
Statements
26 August 2016
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derivative pricing
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mean-reverting processes
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asymptotic approximations
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Asymptotic approximations for pricing derivatives under mean-reverting processes (English)
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