An Asymptotic Expansion Approach to Pricing Financial Contingent Claims

Author: Takahashi A.  

Publisher: Springer Publishing Company

ISSN: 1387-2834

Source: Financial Engineering and the Japanese Markets, Vol.6, Iss.2, 1999-06, pp. : 115-151

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract