When Does Convergence of Asset Price Processes Imply Convergence of Option Prices? (Q2707197): Difference between revisions
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Latest revision as of 23:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When Does Convergence of Asset Price Processes Imply Convergence of Option Prices? |
scientific article |
Statements
When Does Convergence of Asset Price Processes Imply Convergence of Option Prices? (English)
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29 March 2001
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weak convergence
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option prices
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asymptotic arbitrage
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contiguity
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binomial models
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