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An Asymptotic Expansion Approach in Finance

CARF Working Paper Series No. CARF-F-102

23 Pages Posted: 18 Jun 2009

See all articles by Akihiko Takahashi

Akihiko Takahashi

University of Tokyo - Faculty of Economics

Date Written: August 1, 2007

Abstract

This paper reviews an asymptotic expansion approach to numerical problems for pricing financial assets and securities.

Suggested Citation

Takahashi, Akihiko, An Asymptotic Expansion Approach in Finance (August 1, 2007). CARF Working Paper Series No. CARF-F-102, Available at SSRN: https://ssrn.com/abstract=1421917 or http://dx.doi.org/10.2139/ssrn.1421917

Akihiko Takahashi (Contact Author)

University of Tokyo - Faculty of Economics ( email )

7-3-1 Hongo, Bunkyo-ku
Tokyo 113-0033
Japan

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