A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
No abstract is available for this item.
Volume (Year): 12 (2005)
Issue (Month): 3 (September)
|Contact details of provider:|| Web page: http://www.springer.com|
Web page: http://www.jafee.gr.jp/
|Order Information:||Web: http://www.springer.com/finance/journal/10690/PS2|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hua He., 1990.
"Convergence from Discrete to Continuous Time Contingent Claims Prices,"
Research Program in Finance Working Papers
RPF-199, University of California at Berkeley.
- He, Hua, 1990. "Convergence from Discrete- to Continuous-Time Contingent Claims Prices," Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 523-46.
When requesting a correction, please mention this item's handle: RePEc:kap:apfinm:v:12:y:2005:i:3:p:273-287. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Rebekah McClure)
If references are entirely missing, you can add them using this form.