From discrete- to continuous-time finance : weak convergence of the financial gain process
Darrell Duffie and Philip Protter
| Year of publication: |
1992
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|---|---|
| Authors: | Duffie, Darrell |
| Other Persons: | Protter, Philip E. (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 2.1992, 1, p. 1-15
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| Subject: | Martingales | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Zeitökonomie | Economy of time | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001185155