"Asymptotic Expansions of Evolution Equations with Fast Volatility."

Sam D. Howison et al. (2025)

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DOI: 10.1137/23M1610720

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type: Journal Article

metadata version: 2025-05-01

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Sam D. Howison, Christoph Reisinger, Ronnie Sircar, Zhenru Wang:
Asymptotic Expansions of Evolution Equations with Fast Volatility. Multiscale Model. Simul. 23(1): 486-513 (2025)

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