A General Computation Scheme For A High Order Asymptotic Expansion Method
Work
Year: 2012
Type: article
Abstract: This paper presents a new computational scheme for an asymptotic expansion method of an arbitrary order. The asymptotic expansion method in finance initiated by Kunitomo and Takahashi (1992), Yoshida ... more
Institution The University of Tokyo
Cites: 33
Cited by: 43
Related to: 10
FWCI: 8.663
Citation percentile (by year/subfield): 89.15
Subfield: Finance
Domain: Social Sciences
Open Access status: green