THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
type: Item
instance of: scholarly article
title: THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
zbMATH Open document ID: 1124.91342
author: Martin Widdicks
author: Peter W. Duck
author: Ari D. Andricopoulos
author: David P. Newton
published in: Mathematical Finance
publication date: 2006-02-08T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 35K55
Mathematics Subject Classification ID: 35B25
Mathematics Subject Classification ID: 35C20
zbMATH DE Number: 5004616
zbMATH Keywords: option valuation
zbMATH Keywords: numerical technique
zbMATH Keywords: look-up tables
MaRDI profile type: Publication
full work available at URL: j.0960-1627.2005.00224.x
OpenAlex ID: W3123699091
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cites work: Q4096019
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DOI: 10.1111/J.0960-1627.2005.00224.X
description: scientific article