| CIRJE-F-509 | "An Asymptotic Expansion Approach in Finance" |
| Author Name | Takahashi, Akihiko |
| Date | August 2007 |
| Full Paper | PDF file |
| Remarks | Revised in April 2009; subsequently published as "On an Asymptotic Expansion Approach to Numerical Problems in Finance", in Selected Papers on Probability and Statstics, pp. 199-217, 2009, American Mathematical Society. |
| Abstract |
This paper reviews an asymptotic expansion approach to numerical problems for pricing financial assets and securities. |