Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications

DOI10.1111/j.1467-937X.2007.00425.xzbMath1297.91135MaRDI QIDQ5429093

Jean-Charles Rochet, Thomas Mariotti, Guillaume Plantin, Bruno Biais

Publication date: 29 November 2007

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-937x.2007.00425.x

Mathematics Subject Classification ID

91G20: Derivative securities (option pricing, hedging, etc.)

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