Coefficients of Asymptotic Expansions of SDE with Jumps
| Year of publication: |
2010
|
|---|---|
| Authors: | Hayashi, Masafumi |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 17.2010, 4, p. 373-389
|
| Publisher: |
Springer |
| Subject: | Asymptotic expansion | Malliavin calculus | Option pricing |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008776787