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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies

Livre (relié)env. 170.00 CHF
livrable dans env. 10-20 jours

This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. Mainstream financial economists and economic theorists who want to understand important ideas and results from the highly mathematical literature of financial mathematics will find this book an invaluable aid.

septembre 2019, Econometric Society Monographs, Anglais
Cambridge Academic
978-1-108-48636-1

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