Asymptotic expansion for some local volatility models arising in finance
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DOI: 10.1007/s10203-019-00247-w
Abstract: In this paper, we study the small noise asymptotic expansions for certain classes of local volatility models arising in finance. We provide explicit expressions for the involved coefficients as well as accurate estimates on the… read more here.
Keywords: models arising; finance; volatility models; local volatility ... See more keywords
Novel hyperbolic behaviors to some important models arising in quantum science
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DOI: 10.1007/s11082-017-1181-6
Abstract: In this study, with the help of Wolfram Mathematica 9 software, the powerful sine-Gordon expansion method is used in constructing new hyperbolic function solutions to the two well known nonlinear differential equations that arise in… read more here.
Keywords: behaviors important; important models; hyperbolic behaviors; novel hyperbolic ... See more keywords