From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> (Q4345920)
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scientific article; zbMATH DE number 1040334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> |
scientific article; zbMATH DE number 1040334 |
Statements
From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process<sup>1</sup> (English)
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31 August 1997
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semimartingales
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weak convergence
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option valuation
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Black-Scholes model
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stochastic integrals
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