Singular Perturbations in Option Pricing

Singular Perturbations in Option Pricing

Papanicolaou, G., Fouque, J. P., Solna, K., Sircar, R.
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Volume:
63
Language:
english
Journal:
SIAM Journal on Applied Mathematics
DOI:
10.1137/s0036139902401550
Date:
January, 2003
File:
PDF, 206 KB
english, 2003
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