A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options (Q5414507)
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scientific article; zbMATH DE number 6292440
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options |
scientific article; zbMATH DE number 6292440 |
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A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options (English)
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6 May 2014
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option pricing
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stochastic volatility
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singular perturbation
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time scale
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