A remark on a singular perturbation method for option pricing under a stochastic volatility model
Kyo Yamamoto; Akihiko Takahashi
| Year of publication: |
2009
|
|---|---|
| Authors: | Yamamoto, Kyo ; Takahashi, Akihiko |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 16.2009, 4, p. 333-345
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| Subject: | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003933757