Convergence of arbitrage-free discrete time Markovian market models
Johannes Leitner
| Year of publication: |
2000
|
|---|---|
| Authors: | Leitner, Johannes |
| Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
| Subject: | Kapitalmarkttheorie | Financial economics | Markov-Kette | Markov chain | Analysis | Mathematical analysis | Arbitrage Pricing | Arbitrage pricing | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Zinsstruktur | Yield curve | Theorie | Theory | Martingal | Martingale |
freely available
| Extent: | 35 S a |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 00/07 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 34 - 35 |
| Classification: | G13 - Contingent Pricing; Futures Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001450616