✦ LIBER ✦

THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS

✍ Scribed by Martin Widdicks; Peter W. Duck; Ari D. Andricopoulos; David P. Newton

Book ID: 110758062
Publisher: John Wiley and Sons
Year: 2005
Tongue: English
Weight: 174 KB
Volume: 15
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.0960-1627.2005.00224.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Expansion around the vacuum equation of

Expansion around the vacuum equation of state: Sudden future singularities and asymptotic behavior

✍ Štefančić, H. 📂 Article 📅 2005 🏛 The American Physical Society 🌐 English ⚖ 173 KB

Approximation of the solution and its de

Approximation of the solution and its derivative for the singularly perturbed Black-Scholes equation with nonsmooth initial data

✍ S. Li; G. I. Shishkin; L. P. Shishkina 📂 Article 📅 2007 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 335 KB

Asymptotic Expansions and a New Numerica

Asymptotic Expansions and a New Numerical Algorithm of the Algebraic Riccati Equation for Multiparameter Singularly Perturbed Systems

✍ Hiroaki Mukaidani; Tetsu Shimomura; Koichi Mizukami 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 187 KB

In this paper we study a continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign quadratic term. The existence of a unique and bounded solution of the MARE is newly established. We show that the Kleinman algorithm can be used to solve the sign indefinite MARE. The pr

Revisit to the scaling theory of transie

Revisit to the scaling theory of transient phenomena — Generalization to correlated noise and singular perturbation expansion up to infinite order

✍ Masuo Suzuki; Yong Liu; Takashi Tsuno 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 805 KB

[Springer Theses] Free Boundary Problems

[Springer Theses] Free Boundary Problems and Asymptotic Behavior of Singularly Perturbed Partial Differential Equations || Uniqueness in the Singular Limit

✍ Wang, Kelei 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg ⚖ 254 KB

[Springer Theses] Free Boundary Problems

[Springer Theses] Free Boundary Problems and Asymptotic Behavior of Singularly Perturbed Partial Differential Equations || The Dynamics of One Dimensional Singular Limiting Problem

✍ Wang, Kelei 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg ⚖ 232 KB