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Q4687895 - MaRDI portal

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scientific article; zbMATH DE number 6960900
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English
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scientific article; zbMATH DE number 6960900

    Statements

    author
    Hui-Fang Li
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    Liping Bao
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    publication date
    22 October 2018
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    zbMATH Keywords
    singular perturbation
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    stochastic volatility
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    Black-Scholes equation
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    asymptotic expansion
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    remainder term estimation
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    Identifiers

    Mathematics Subject Classification ID
    34C60
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    34E15
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    34F05
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    91B25
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    34E05
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    zbMATH DE Number
    6960900
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