@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042825, author = {Kato, Takashi and Takahashi, Akihiko and Yamada, Toshihiro}, month = {Feb}, note = {application/pdf, Revised in March 2012 and April 2012., 本文フィルはリンク先を参照のこと}, title = {An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order Parabolic PDEs and its Application to Pricing Barrier Options}, year = {2012} }