Singular Perturbations for Boundary Value Problems Arising from Exotic Options

Aytac Ilhan, Mattias Jonsson, Ronnie Sircar. Singular Perturbations for Boundary Value Problems Arising from Exotic Options. SIAM Journal of Applied Mathematics, 64(4):1268-1293, 2004. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.