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Richter's local limit theorem and Black-Scholes type formulas - MaRDI portal

Richter's local limit theorem and Black-Scholes type formulas (Q2251714)

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Richter's local limit theorem and Black-Scholes type formulas
scientific article

    Statements

    title
    Richter's local limit theorem and Black-Scholes type formulas (English)
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    author
    Souha Fares
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    Manfred Denker
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    publication date
    15 July 2014
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    zbMATH Keywords
    multinomial distribution
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    local limit theorems
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    Black-Scholes formula
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J65
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    60F05
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    zbMATH DE Number
    6316990
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    OpenAlex ID
    W2063780326
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