"Singular Perturbations in Option Pricing."

George Papanicolaou et al. (2003)

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DOI: 10.1137/S0036139902401550

access: closed

type: Journal Article

metadata version: 2020-05-20

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George Papanicolaou, Jean-Pierre Fouque, Knut Solna, Ronnie Sircar:
Singular Perturbations in Option Pricing. SIAM J. Appl. Math. 63(5): 1648-1665 (2003)

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