Matched Asymptotic Expansions in Financial Engineering
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Engineering,General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10665-005-7716-z.pdf
Reference23 articles.
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4. R.C. Merton, Theory of rational option pricing. Bell J. Econ. Manag. Sci. 4 (1973) 141-183
5. P. Wilmott, S. Howison and J. Dewynne, The Mathematics of Financial Derivatives. Cambridge: Cambridge University Press (1995).
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