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scientific article; zbMATH DE number 6161602 - MaRDI portal

scientific article; zbMATH DE number 6161602

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Publication:4919172

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zbMath1262.91148MaRDI QIDQ4919172

Jose Maria L. IV Escaner, Dennis Llemit

Publication date: 8 May 2013

Full work available at URL: http://www.m-hikari.com/ams/ams-2012/ams-101-104-2012/index.html

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

zbMATH Keywords

asymptotic expansion Joshi's general method up and in option

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

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