A FORWARD LOOKING, SINGULAR PERTURBATION APPROACH TO PRICING OPTIONS UNDER MARKET UNCERTAINTY AND TRADING NOISE (Q5696298)
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scientific article; zbMATH DE number 2215468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A FORWARD LOOKING, SINGULAR PERTURBATION APPROACH TO PRICING OPTIONS UNDER MARKET UNCERTAINTY AND TRADING NOISE |
scientific article; zbMATH DE number 2215468 |
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A FORWARD LOOKING, SINGULAR PERTURBATION APPROACH TO PRICING OPTIONS UNDER MARKET UNCERTAINTY AND TRADING NOISE (English)
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18 October 2005
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market uncertainty
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trading noise
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perturbation analysis
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options pricing
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