ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY (Q3067767)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY |
scientific article |
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ASYMPTOTIC ANALYSIS FOR FOREIGN EXCHANGE DERIVATIVES WITH STOCHASTIC VOLATILITY (English)
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13 January 2011
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derivatives pricing
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FX options
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stochastic volatility
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multiscale analysis
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singular perturbation theory
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