An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order Parabolic PDEs and its Application to Pricing Barrier Options

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Note (General)：: application/pdfRevised in March 2012 and April 2012.本文フィルはリンク先を参照のこと

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Material Type: 文書・図像類
Title: An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order Parabolic PDEs and its Application to Pricing Barrier Options
Author/Editor: Kato, Takashi
Takahashi, Akihiko
Yamada, Toshihiro
Author Heading: Kato, Takashi
Takahashi, Akihiko
Yamada, Toshihiro
Publication, Distribution, etc.: 日本経済国際共同センター
Publication Date: 2012-02
Publication Date (W3CDTF): 2012-02
Periodical title: Discussion paper series. CIRJE-F
No. or year of volume/issue: CIRJE-F-841
Volume: CIRJE-F-841
Text Language Code: eng
NDC: 335
Target Audience: 一般
Note (General): application/pdf
Revised in March 2012 and April 2012.
本文フィルはリンク先を参照のこと
Related Material (URI): URI
http://www.cirje.e.u-tokyo.ac.jp/research/dp/2012/2012cf841ab.html
Periodical Title (NCID): AA11450569
https://ci.nii.ac.jp/ncid/AA11450569
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 東京大学 : 東京大学学術機関リポジトリ