An Asymptotic Expansion Approach in Finance

Akihiko Takahashi
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Akihiko Takahashi: Faculty of Economics, University of Tokyo

No CIRJE-F-509, CIRJE F-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: This paper reviews an asymptotic expansion approach to numerical problems for pricing financial assets and securities.

Pages: 24 pages
Date: 2007-08
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:tky:fseres:2007cf509

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