Convergence of optimal expected utility for a sequence of binomial models (Q6054382)
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scientific article; zbMATH DE number 7743037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of optimal expected utility for a sequence of binomial models |
scientific article; zbMATH DE number 7743037 |
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Convergence of optimal expected utility for a sequence of binomial models (English)
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28 September 2023
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Black-Scholes-Merton 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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