نتائج البحث

SINGULAR PERTURBATIONS FOR BOUNDARY VALUE PROBLEMS ARISING FROM EXOTIC OPTIONS.

• Authors : Ilhan, Aytac¹ ; Jonsson, Mattias² ; Sircar, Ronnie¹

• Source: SIAM Journal on Applied Mathematics. 2004, Vol. 64 Issue 4, p1268-1293. 26p.

تفاصيل العنوان

Singular Perturbations for Boundary Value Problems Arising from Exotic Options

• Authors : Jonsson, Mattias

• Source: SIAM Journal on Applied Mathematics, 2004 Apr 01. 64(4), 1268-1293.

تفاصيل العنوان

Singular Perturbations in Option Pricing

• Authors : Knut Sølna; George Papanicolaou; Ronnie Sircar

Subjects: Stochastic volatility; Constant elasticity of variance model; Applied Mathematics

• Source: SIAM Journal on Applied Mathematics. 63:1648-1665

تفاصيل العنوان