``On an Asymptotic Expansion Approach to Numerical Problems in Finance" (forthcoming in ``Sugaku," Vol. 59-1, (2007))
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Akihiko Takahashi: Faculty of Economics, The University of Tokyo
No CARF-J-032, CARF J-Series from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
This paper describes an asymptotic expansion approach to numerical problems on valuation of financial assets and securities.
Date: 2006-12, Revised 2009-12
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Persistent link: https://EconPapers.repec.org/RePEc:cfi:jseres:cj032
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