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THE BLACK‐SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS

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References

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2005Matched Asymptotic Expansions in Financial Engineering44 cited
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2014Time-Consistent Investment-Reinsurance Strategies Towards Joint Interests of the Insurer and the Reinsurer Under CEV Models42 cited
2011Portfolio selection problem with multiple risky assets under the constant elasticity of variance model39 cited
2010An extended CEV model and the Legendre transform–dual–asymptotic solutions for annuity contracts37 cited
2019A New Approach for the Black–Scholes Model with Linear and Nonlinear Volatilities28 cited

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