Convergence of discrete time options pricing models under stochastic

Convergence of discrete time option pricing models under stochastic interest rates

Lesne, J. P., (1998)

Convergence of Discrete Time Option Pricing Models Under Stochastic Interest Rates

Prigent, Jean-Luc, (1999)

Incomplete markets : Convergence of options values under the minimal martingale measure. The multidimensional case

Prigent, J. L., (1997)