A Diffusion Approximation for the Riskless Profit under Selling of Discrete Time Call Options
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KeywordsAsymptotic uniformity; Weak convergence in Skorokhod Space D[0; 1];
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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