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zbMath1349.91276MaRDI QIDQ2992218

Hui-Fang Li, Liping Bao

Publication date: 10 August 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

singular perturbation stochastic volatility multiple scales Asian options remainder term estimation

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Singular perturbations in context of PDEs (35B25) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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