Singular perturbations for boundary value problems arising from exotic options

Keyphrases

• Stochastic Volatility 100%
• Boundary Value Problem 100%
• Singular Perturbation 100%
• Passport Option 100%
• Exotic Options 100%
• Popular 50%
• Asymptotic Analysis 50%
• Asymptotic Methods 50%
• PDE 50%
• Financial Markets 50%
• Stochastic Volatility Model 50%
• Mean-reverting 50%
• Highly Nonlinear 50%
• Stochastic Control Problem 50%
• Volatility Effect 50%
• Markovian 50%
• Stock Prices 50%
• Derivative Securities 50%
• Boundary Values 50%
• Black-Scholes 50%
• Greek 50%
• Lookback Option 50%
• Barrier Options 50%
• Exotic Derivatives 50%
• Boundary Integral 50%
• Cambridge University Press 50%
• Security Barrier 50%

Mathematics

• Asymptotic Analysis 100%
• Stochastic Volatility 100%
• Singular Perturbations 100%
• Boundary Value Problems 100%
• Control Problems 50%
• Stochastics 50%
• Partial Differential Equation 50%
• Stochastic Volatility Model 50%
• Boundary Value 50%

Economics, Econometrics and Finance

• Volatility 100%
• Option Trading 100%
• Pricing 33%
• Financial Market 33%
• Stock Price 33%