Asymptotic Expansion for Small Diffusions Applied to Option Pricing
| Year of publication: |
2004
|
|---|---|
| Authors: | Uchida, Masayuki ; Yoshida, Nakahiro |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 7.2004, 3, p. 189-223
|
| Publisher: |
Springer |
| Subject: | Asymptotic expansion | Malliavin calculus | option pricing | small diffusion process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184579