Work

Computation in an Asymptotic Expansion Method

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1413924

Authors: Akihiko Takahashi, Kohta Takehara, Masashi Toda

Institution: The University of Tokyo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Japan Society for the Promotion of Science

OpenAlex ID: W2139245351

Cites: 70

Cited by: 36

Related to: 10