Convergence of optimal expected utility for a sequence of discrete‐time markets (Q5855955)
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scientific article; zbMATH DE number 7326782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of optimal expected utility for a sequence of discrete‐time markets |
scientific article; zbMATH DE number 7326782 |
Statements
Convergence of optimal expected utility for a sequence of discrete‐time markets (English)
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23 March 2021
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Black-Scholes model
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Cox-Ross-Rubinstein model
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discrete versus continuous time
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optimal expected utility
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