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Uniform Asymptotic Expansions for Pricing European Options

โœ Scribed by Rafail Z. Khasminskii; G. Yin


Publisher
Springer
Year
2005
Tongue
English
Weight
222 KB
Volume
52
Category
Article
ISSN
0095-4616

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๐Ÿ“œ SIMILAR VOLUMES


Uniform Asymptotic Expansions for Charli
โœ T.M Dunster ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 264 KB

The asymptotic behaviour of the Charlier polynomials C (a) n (x) as n Q . is examined. These polynomials satisfy a discrete orthogonality relation and, unlike classical orthogonal polynomials, do not satisfy a second-order linear differential equation with respect to the independent variable x. As s