Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Singular perturbation techniques applied to multi-asset option pricing
AU - Duck, P W
AU - Newton, D P
AU - Widdicks, M
AU - Yang, C
PY - 2009
Y1 - 2009
M3 - Journal article
VL - 19
SP - 457
EP - 486
JO - Mathematical Finance
JF - Mathematical Finance
SN - 0960-1627
IS - 3
ER -