Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10002261605
Persistent link: https://www.econbiz.de/10012107718
This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. It specifically looks to answer the question: in what sense and to what extent does the famous Black-Scholes-Merton (BSM) continuous-time model of financial...
Persistent link: https://www.econbiz.de/10013285386