Asymptotics of riskless profit under selling of discrete time call options (Q4425014): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
(4 intermediate revisions by 3 users not shown) | |||
Property / author | |||
Property / author: Alexander V. Nagaev / rank | |||
Property / author | |||
Property / author: Alexander V. Nagaev / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.4064/am30-2-3 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2065488888 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
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 |
Statements
Asymptotics of riskless profit under selling of discrete time call options (English)
0 references
9 September 2003
0 references
asymptotic uniformity
0 references
weak convergence in \(D[0,1]\)
0 references