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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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.:
- 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.
- 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.
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