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zbMath1240.91168MaRDI QIDQ3170697

Yansheng Ma

Publication date: 29 September 2011

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

zbMATH Keywords

singular perturbation stochastic volatility European options backward partial differential equation

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Asymptotic expansions of solutions to PDEs (35C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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