Asymptotics of riskless profit under selling of discrete time call options (Q4425014)

From MaRDI portal
Revision as of 06:33, 29 October 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    0 references
    9 September 2003
    0 references
    asymptotic uniformity
    0 references
    weak convergence in \(D[0,1]\)
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references