An Asymptotic Expansion Approach in Finance (Revised in April 2009; subsequently published as "On an Asymptotic Expansion Approach to Numerical Problems in Finance," in Selected Papers on Probability and Statistics, pp. 199-217, 2009, American Mathematical Society)

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

No CARF-F-102, CARF F-Series from Center for Advanced Research in Finance, Faculty of Economics, The 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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Persistent link: https://EconPapers.repec.org/RePEc:cfi:fseres:cf102

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