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ORCID"Asymptotic expansion of solutions to the Black-Scholes equation arising ..."
Seyed-Mohammad-Mahdi Kazemi, Mehdi Dehghan, Ali Foroush Bastani (2017)
- Seyed-Mohammad-Mahdi Kazemi
, Mehdi Dehghan, Ali Foroush Bastani:
Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry. J. Comput. Appl. Math. 311: 11-37 (2017)
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