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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
The Black–Scholes–Merton Model as an Idealization of Discrete-Time ...
Von:Kreps, David M.
Examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models.
Examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models.
Weitere Titel der Reihe: Econometric Society Monographs
Alle anzeigenAdvances in Economics and Econometrics: Volume 2
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Cambridge Academic, 2025
978-1-009-53141-2
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erscheint im August
Advances in Economics and Econometrics: Volume 1
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Cambridge Academic, 2025
978-1-009-53132-0
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Stochastic Choice Theory
Cambridge Academic, 2025
978-1-00-951276-3
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Stochastic Choice Theory
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Analysis of Panel Data
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Analysis of Panel Data
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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
Cambridge Academic, 2019
978-1-108-48636-1
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How to Divide When There Isn't Enough
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Advances in Economics and Econometrics: Volume 1
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Advances in Economics and Econometrics: Volume 2
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978-1-108-41498-2
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