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Volumn 13, Issue 3, 2003, Pages 914-952

On validity of the asymptotic expansion approach in contingent claim analysis

Author keywords

Asymptotic expansion; Malliavin calculus; Small disturbance asymptotics; Validity; Valuation of financial contingent claims; Watanabe Yoshida theory

Indexed keywords


EID: 3943073075     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: 10.1214/aoap/1060202831     Document Type: Article
Times cited : (67)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.