An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems

Manabu Miyamoto, Keiichi Tanaka. An eigenfunction expansion approach for the derivation of asymptotic expansions in financial valuation problems. JSIAM Lett., 14:25-28, 2022. [doi]

Authors

Manabu Miyamoto

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Keiichi Tanaka

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