Closed-Form Expansion, Conditional Expectation, and Option Valuation (Q5169711)
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scientific article; zbMATH DE number 6316375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-Form Expansion, Conditional Expectation, and Option Valuation |
scientific article; zbMATH DE number 6316375 |
Statements
Closed-Form Expansion, Conditional Expectation, and Option Valuation (English)
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11 July 2014
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asymptotic expansion
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diffusion
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option pricing
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conditional expectation
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iterated stochastic integral
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