From binomial expectations to the Black-Scholes formula: The main ideas
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Publication:1364725
DOI10.5802/ambp.91zbMath0895.60020MaRDI QIDQ1364725
I. P. Van den Berg, F. Koudjeti
Publication date: 6 October 1997
Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AMBP_1997__4_1_93_0
shadow; option; binomial distribution; expectation; Riemann sums; Wiener walk; standard normal distribution
60E99: Distribution theory
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