From binomial expectations to the Black-Scholes formula: The main ideas
From MaRDI portal
Publication:1364725
DOI10.5802/AMBP.91zbMath0895.60020OpenAlexW2320524827MaRDI QIDQ1364725
F. Koudjeti, I. P. Van den Berg
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
Cites Work
- The Pricing of Options and Corporate Liabilities
- Martingales and stochastic integrals in the theory of continuous trading
- A non-standard representation for Brownian motion and Ito integration
- Nonstandard analysis. A practical guide with applications
- Radically Elementary Probability Theory. (AM-117)
- Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
- Internal set theory: A new approach to nonstandard analysis
- A Nonstandard Approach to Option Pricing
- Option pricing: A simplified approach
- Unnamed Item
- Unnamed Item
This page was built for publication: From binomial expectations to the Black-Scholes formula: The main ideas