Singular Perturbation Techniques Applied to Multiasset Option Pricing

Peter W. Duck, Chao Yang, David P. Newton, Martin Widdicks

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'Singular Perturbation Techniques Applied to Multiasset Option Pricing'. Together they form a unique fingerprint.

Business & Economics

Mathematics

Engineering & Materials Science

Social Sciences