When does convergence of asset price processes imply convergence of option prices?
Friedrich Hubalek ; Walter Schachermayer
| Year of publication: |
1998
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|---|---|
| Authors: | Hubalek, Friedrich |
| Other Persons: | Schachermayer, Walter (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. 8.1998, 4, p. 385-403
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| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Börsenkurs | Share price | 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://www.econbiz.de/10001252755