Asymptotic Expansion Approach in Finance (Q4560338)
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scientific article; zbMATH DE number 6991894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Expansion Approach in Finance |
scientific article; zbMATH DE number 6991894 |
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Asymptotic Expansion Approach in Finance (English)
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11 December 2018
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asymptotic expansion
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derivatives
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option pricing
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hedge
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greeks
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stochastic volatility
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interest rate
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term structure model
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Malliavin calculus
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Watanabe theory
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