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A Remark on Approximation of the Solutions to Partial Differential Equations in Finance

A Remark on Approximation of the Solutions to Partial Differential Equations in Finance
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2012-02Discussion paper series. CIRJE-FCIRJE-F-842
Other Libraries in Japan
  • Subject Heading...me asymptotics Heat kernel expansions Derivatives pricing Stochasti...

On Approximation of the Solutions to Partial Differential Equations in Finance

On Approximation of the Solutions to Partial Differential Equations in Finance
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2011-08Discussion paper series. CIRJE-FCIRJE-F-815
Other Libraries in Japan
  • Subject Heading...me asymptotics Heat kernel expansions Malliavin calculus Bismut ind...

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