Matching asymptotics in path-dependent option pricing

Sang Hyeon Park, Jeong Hoon Kim, Sun Yong Choi

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Matching asymptotics in path-dependent option pricing'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science