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MULTIVARIATE INTEGRAL PERTURBATION TECHNIQUES I: THEORY - MaRDI portal

MULTIVARIATE INTEGRAL PERTURBATION TECHNIQUES I: THEORY

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Publication:3503045

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DOI10.1142/S0219024907004652zbMath1141.91433MaRDI QIDQ3503045

Jan W. Dash

Publication date: 20 May 2008

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

credit options expansion perturbation Gaussian correlations integral multivariate Padé Student-\(t\)

Mathematics Subject Classification ID

Integration with respect to measures and other set functions (28A25) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

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