A uniform asymptotic expansion for stochastic volatility model in pricing multi-asset European options

✍ Scribed by Yansheng Ma; Yong Li

• Book ID: 112007202
• Publisher: John Wiley and Sons
• Year: 2011
• Tongue: English
• Weight: 1021 KB
• Volume: 28
• Category: Article
• ISSN: 1524-1904
• DOI: 10.1002/asmb.880