A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (Q4649507)
From MaRDI portal
scientific article; zbMATH DE number 6109794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD |
scientific article; zbMATH DE number 6109794 |
Statements
A GENERAL COMPUTATION SCHEME FOR A HIGH-ORDER ASYMPTOTIC EXPANSION METHOD (English)
0 references
22 November 2012
0 references
asymptotic expansion
0 references
Malliavin calculus
0 references
approximation formula
0 references
stochastic volatility
0 references
\(\lambda\)-SABR model
0 references
0 references
0 references
0 references
