"Singular Perturbations for Boundary Value Problems Arising from Exotic ..."

Aytaç Ílhan, Mattias Jonsson, Ronnie Sircar (2004)

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DOI: 10.1137/S0036139902420043

access: closed

type: Journal Article

metadata version: 2020-05-20

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Aytaç Ílhan, Mattias Jonsson, Ronnie Sircar:
Singular Perturbations for Boundary Value Problems Arising from Exotic Options. SIAM J. Appl. Math. 64(4): 1268-1293 (2004)

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