CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> (Q4372039): Difference between revisions
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Latest revision as of 09:16, 28 May 2024
scientific article; zbMATH DE number 1106722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> |
scientific article; zbMATH DE number 1106722 |
Statements
CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> (English)
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5 April 1998
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weak convergence
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American options
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martingales
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