From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> (Q4345920)
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scientific article; zbMATH DE number 1040334
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| English | From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> |
scientific article; zbMATH DE number 1040334 |
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From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> (English)
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31 August 1997
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semimartingales
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weak convergence
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option valuation
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Black-Scholes model
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stochastic integrals
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0.8032941222190857
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0.8028531074523926
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0.7948840260505676
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0.7904971837997437
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