Pricing of Contingent Claims from Discrete to Continuous Time Models: On the Robustness of the Black and Scholes Formula.
| Year of publication: |
1995
|
|---|---|
| Authors: | Prigent, J.L. |
| Institutions: | Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. |
| Subject: | MATHEMATICS | INTERNATIONAL FINANCE | FINANCIAL MARKET |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Classification: | C00 - Mathematical and Quantitative Methods. General ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005775612