• DocumentCode
    9495
  • Title

    Singular perturbations on Non-smooth Boundary Problems in Finance

  • Author

    Jean-Pierre Fouque استاد راهنما

  • University
    Releigh North Carolina state University
  • Grade
    نامعلوم
  • Major
    PhD)Applied Mathematics(
  • Number of pages
    0
  • Publish Date
    2003
  • Keyword

    epsilon-martingale decomposition singular and regular perturbations stochastic volatility model

  • Note
    01
  • Language
    انگليسي