From discrete to continuous financial models : new convergence results for option pricing
Year of publication: |
1993
|
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Authors: | Cutland, Nigel |
Other Persons: | Kopp, Peter E. (contributor) ; Willinger, Walter (contributor) |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 3.1993, 2, p. 101-123
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Subject: | Optionspreistheorie | Option pricing theory | Zeitökonomie | Economy of time | Theorie | Theory |
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