Asymptotics of riskless profit under selling of discrete time call options (Q4425014): Difference between revisions
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| Property / author: Alexander V. Nagaev / rank | |||
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| Property / author: Alexander V. Nagaev / rank | |||
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Latest revision as of 22:35, 19 March 2024
scientific article; zbMATH DE number 1978395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of riskless profit under selling of discrete time call options |
scientific article; zbMATH DE number 1978395 |
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Asymptotics of riskless profit under selling of discrete time call options (English)
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9 September 2003
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asymptotic uniformity
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weak convergence in \(D[0,1]\)
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