Asymptotics of riskless profit under selling of discrete time call options (Q4425014): Difference between revisions

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Latest revision as of 22:35, 19 March 2024

scientific article; zbMATH DE number 1978395
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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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