Quantitative Finance
F-series
Date：
Number：CARF-F-102
An Asymptotic Expansion Approach in Finance (Revised in April 2009; subsequently published as "On an Asymptotic Expansion Approach to Numerical Problems in Finance," in Selected Papers on Probability and Statistics, pp. 199-217, 2009, American Mathematical Society)
Abstract
This paper reviews an asymptotic expansion approach to numerical problems for pricing financial assets and securities.