From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003)
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scientific article; zbMATH DE number 1106690
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| English | From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing |
scientific article; zbMATH DE number 1106690 |
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From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (English)
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5 April 1998
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discrete and continuous financial models
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\(D^ 2\)-convergence
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option pricing
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nonstandard analysis
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hedge portfolios
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0.8032941222190857
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0.8007721304893494
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