Asymptotics of riskless profit under selling of discrete time call options (Q4425014)
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scientific article; zbMATH DE number 1978395
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| English | Asymptotics of riskless profit under selling of discrete time call options |
scientific article; zbMATH DE number 1978395 |
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Asymptotics of riskless profit under selling of discrete time call options (English)
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9 September 2003
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asymptotic uniformity
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weak convergence in \(D[0,1]\)
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0.8676201
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0.8655699
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0.86203516
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0.8581966
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0.8557302
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0.8557025
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0.85248375
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