An Asymptotic Expansion Approach in Finance (Revised in April 2009; subsequently published as "On an Asymptotic Expansion Approach to Numerical Problems in Finance," in Selected Papers on Probability and Statistics, pp. 199-217, 2009, American Mathematical Society)

This paper reviews an asymptotic expansion approach to numerical problems for pricing financial assets and securities.

Year of publication:	2007-08
Authors:	Takahashi, Akihiko
Institutions:	Center for Advanced Research in Finance, Faculty of Economics

Extent:	application/pdf
Series:	CARF F-Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number CARF-F-102 24 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008519726