A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
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Volume (Year): 12 (2005)
Issue (Month): 3 (September)
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- 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.
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