A Diffusion Approximation for the Riskless Profit under Selling of Discrete Time Call Options
Year of publication: |
2003-09
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Authors: | Nagaev, Sergei A. |
Institutions: | Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) |
Subject: | Asymptotic uniformity | Weak convergence in Skorokhod Space D[0 | 1] |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 137 14 pages |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G24 - Investment Banking; Venture Capital; Brokerage ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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A diffusion approximation for the riskless profit under selling of discrete time call options
Nagaev, Sergei A., (2003)
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Nagaev, Alexander V., (2005)
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Nagaev, Alexander V., (2005)
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Nagaev, Alexander V., (2005)
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Nagaev, Alexander V., (2005)
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A diffusion approximation for the riskless profit under selling of discrete time call options
Nagaev, Sergei A., (2003)
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