The Black-Scholes equation revisited: asymptotic expansions and singular perturbations

Widdicks, M and Duck, P W and Andricopoulos, A D and Newton, D P (2005) The Black-Scholes equation revisited: asymptotic expansions and singular perturbations. Mathematical Finance, 15 (2). pp. 373-391. ISSN 0960-1627

Full text not available from this repository.
Item Type: Journal Article
Journal or Publication Title: Mathematical Finance
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 44928
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:24
Refereed?: Yes
Published?: Published
Last Modified: 31 Aug 2019 01:27
URI: https://eprints.lancs.ac.uk/id/eprint/44928

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