On Modeling Questions In Security Valuation
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Cites work
- scientific article; zbMATH DE number 42272 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Convergence en loi des suites d'integrales stochastiques sur l'espace \({\mathbb{D}}^ 1\) de Skorokhod. (Convergence in law of sequences of stochastic integrals on the Skorokhod space \({\mathbb{D}}^ 1)\)
- Discretization and simulation of stochastic differential equations
- From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1
- Invariance principles for sums of Banach space valued random elements and empirical processes
- Martingales and stochastic integrals in the theory of continuous trading
- Option pricing: A simplified approach
- Strong approximation of continuous time stochastic processes
- The pricing of options and corporate liabilities
Cited in
(6)- On robustness of the Black-Scholes partial differential equation model
- Strong approximation of semimartingales and statistical processes
- Alternative Security Valuation Model: Theory and Empirical Results
- Dynamic spanning without probabilities
- Strong approximation of Black-Scholes theory based on simple random walks
- How do Financial Intermediaries Create Value in Security Issues?*
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