Convergence of arbitrage-free discrete time Markovian market models
Johannes Leitner
| Year of publication: |
2000
|
|---|---|
| Authors: | Leitner, Johannes |
| Publisher: |
Konstanz : Univ., Center of Finance and Econometrics |
| Subject: | Kapitalmarkttheorie | Financial economics | Markov-Kette | Markov chain | Analysis | Mathematical analysis | Arbitrage Pricing | Arbitrage pricing | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Zinsstruktur | Yield curve | Theorie | Theory | Martingal | Martingale |
freely available
Erscheint auch als (Online-Ausgabe):
Convergence of arbitrage-free discrete time Markovian market models. - [Konstanz] : [Zentrum für Finanzen und Ökonometrie, Universität Konstanz], 2000. - 1 Online-Ressource (circa 36 Seiten)
Persistent link: https://www.econbiz.de/10001450616