scientific article; zbMATH DE number 6257050

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Publication:5747106

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zbMath1298.60029MaRDI QIDQ5747106

Chii-Ruey Hwang, Lo-Bin Chang, Fushing Hsieh

Publication date: 11 February 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

central limit theorem Black-Scholes model Lévy process geometric distribution Kolmogorov-Smirnov Donsker's theorem number of runs convergence of empirical distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Microeconomic theory (price theory and economic markets) (91B24) Financial applications of other theories (91G80) Functional limit theorems; invariance principles (60F17)

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