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作成:

番号: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)

著者:Akihiko Takahashi

Abstract

This paper reviews an asymptotic expansion approach to numerical problems for pricing financial assets and securities.

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