The black-scholes equation revisited: Asymptotic expansions and singular perturbations

Mathematical Finance

Volumn 15, Issue 2, 2005, Pages 373-391

  Widdicks, Martin ^a   Duck, Peter W ^a   Andricopoulos, Ari D ^a   Newton, David P ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Look up tables; Numerical techniques; Option valuation; Singular perturbation theory

Indexed keywords

EID: 17444386732     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.0960-1627.2005.00224.x     Document Type: Article

References (16)

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