On Modeling Questions In Security Valuation

DOI10.1111/j.1467-9965.1992.tb00023.xzbMath0900.90102OpenAlexW4256131867MaRDI QIDQ4345921

Ernst Eberlein

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.1467-9965.1992.tb00023.x

zbMATH Keywords

discrete modelsBlack-Scholes modeltrading strategiespathwise approximationfinancial gain process

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

Related Items (2)

Dynamic spanning without probabilities ⋮ Strong approximation of semimartingales and statistical processes

Cites Work

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• The Pricing of Options and Corporate Liabilities
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• Martingales and stochastic integrals in the theory of continuous trading
• Invariance principles for sums of Banach space valued random elements and empirical processes
• From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process¹
• Option pricing: A simplified approach

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