"On an Asymptotic Expansion Approach to Numerical Problems in Finance"(in Japanese)

This paper describes an asymptotic expansion approach to numerical problems on valuation of financial assets and securities.

Year of publication:	2006-12
Authors:	Takahashi, Akihiko
Institutions:	Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics

Series:	CIRJE J-Series.
Type of publication:	Book / Working Paper
Notes:	Number CIRJE-J-169 21 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005187218