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Discrete-Time Approximations and Limit Theorems - MaRDI portal

Discrete-Time Approximations and Limit Theorems (Q5004619)

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scientific article; zbMATH DE number 7377430
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Discrete-Time Approximations and Limit Theorems
scientific article; zbMATH DE number 7377430

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    Discrete-Time Approximations and Limit Theorems (English)
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    2 August 2021
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    limit theorems
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    approximation
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    option pricing
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    asset pricing
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    financial markets
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    Black-Scholes model
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    discrete-time model
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    continuous-time models
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