Convergence to Black-Scholes for ergodic volatility models (Q3373764)

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Convergence to Black-Scholes for ergodic volatility models
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    title
    Convergence to Black-Scholes for ergodic volatility models (English)
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    author
    Joseph G. Conlon
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    Michael G. Sullivan
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    publication date
    9 March 2006
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60H10
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    60H30
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    zbMATH DE Number
    5010115
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