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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Singular perturbation techniques applied to multiasset option pricing
Duck, Peter W.
;
Yang, Chao
;
Newton, David P.
;
Widdicks, …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10003882793
Saved in:
2
SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING
Duck, Peter W.
;
Yang, Chao
;
Newton, David P.
;
Widdicks, …
- In:
Mathematical Finance
19
(
2009
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10005023793
Saved in:
3
SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING
Duck, Peter W.
;
Yang, Chao
;
Newton, David P.
;
Widdicks, …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10008270130
Saved in:
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