Ari Andricopoulos

University of Manchester - Department of Mathematics

Oxford Road

Manchester M60 1QD, N/A M13 9PL

United Kingdom

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The Black-Scholes Equation Revisited: Asymptotic Expansions and Singular Perturbations

Number of pages: 19 Posted: 23 Mar 2005
Martin Widdicks, Peter Duck, Ari Andricopoulos and David Newton
University of Manchester - Manchester Business School, University of Manchester - Department of Mathematics, University of Manchester - Department of Mathematics and University of Bath - School of Management
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Abstract:

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