Incomplete markets: convergence of options values under the minimal martingale measure (Q4954109)
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scientific article; zbMATH DE number 1448700
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| English | Incomplete markets: convergence of options values under the minimal martingale measure |
scientific article; zbMATH DE number 1448700 |
Statements
Incomplete markets: convergence of options values under the minimal martingale measure (English)
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22 November 2000
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weak convergence of processes
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minimal martingale measure
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incomplete markets
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convergence
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option prices
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0.8330524563789368
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0.8294374942779541
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