Asymptotics of riskless profit under selling of discrete time call options (Q4425014): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1275422 |
||
| Property / author | |||
| Property / author: Alexander V. Nagaev / rank | |||
Revision as of 22:17, 22 February 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
