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文書・図像類

A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options

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A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options

Material type
文書・図像類
Author
Takahashi, Akihikoほか
Publisher
日本経済国際共同センター
Publication date
2010-04
Material Format
Paper
Capacity, size, etc.
-
NDC
335
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Notes on use

Note (General)：

application/pdfForthcoming in International Journal of Theoretical and Applied Finance Vol.13-8, 1179-1221, 2010; revised version of CIRJE-F-536 (2008...

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Paper

Material Type
文書・図像類
Title
A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options
Author/Editor
Takahashi, Akihiko
Takehara, Kohta
Author Heading
Takahashi, Akihiko
Takehara, Kohta
Publication, Distribution, etc.
日本経済国際共同センター
Publication Date
2010-04
Publication Date (W3CDTF)
2010-04
Periodical title
Discussion paper series. CIRJE-F
No. or year of volume/issue
CIRJE-F-734
Volume
CIRJE-F-734