Convergence of Arbitrage-free Discrete Time Markovian Market Models
Year of publication: |
2000
|
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Authors: | Leitner, Johannes |
Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
Subject: | Kapitalmarkttheorie | Markovscher Prozess | Analysis | Arbitrage Pricing | Optionspreistheorie | Black-Scholes-Modell | Zinsstruktur | Theorie | Martingale |
Series: | CoFE Discussion Paper ; 00/07 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 87014748X [GVK] hdl:10419/85224 [Handle] RePEc:zbw:cofedp:0007 [RePEc] |
Source: |
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Convergence of arbitrage-free discrete time Markovian market models
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