"On an Asymptotic Expansion Approach to Numerical Problems in Finance"(in Japanese)

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

No CIRJE-J-169, CIRJE J-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: This paper describes an asymptotic expansion approach to numerical problems on valuation of financial assets and securities.

Pages: 21 pages
Date: 2006-12
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Persistent link: https://EconPapers.repec.org/RePEc:tky:jseres:2006cj169

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