Toward A Convergence Theory For Continuous Stochastic Securities Market Models1
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Publication:4345879
DOI10.1111/j.1467-9965.1991.tb00004.xzbMath0900.90053OpenAlexW2060852202MaRDI QIDQ4345879
Walter Willinger, Murad S. Taqqu
Publication date: 31 August 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1991.tb00004.x
financial marketsapproximation modelsconvergence theorycontinuous tradingapproximation in distributioncontinuous-time stochastic securities
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Cites Work
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