Note on an extension of an asymptotic expansion scheme
Akihiko Takahashi and Masashi Toda
| Year of publication: |
2013
|
|---|---|
| Authors: | Takahashi, Akihiko ; Toda, Masashi |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 5, p. 1-23
|
| Subject: | Asymptotic expansion | option pricing | local-stochastic volatility model | CEV model | SABR model | Malliavan calculus | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10009783991