✦ LIBER ✦

CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS

✍ Scribed by Kaushik Amin; Ajay Khanna

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

From Discrete to Continuous Financial Mo

✍ Nigel J. Cutland; Ekkehard Kopp; Walter Willinger 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 1011 KB

FROM DISCRETE-TIME MODELS TO CONTINUOUS-

✍ Katalin Boer; Uzay Kaymak; Jaap Spiering 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 245 KB

From Discrete- to Continuous-Time Financ

✍ Darrell Duffie; Philip Protter 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 767 KB

Power utility maximization in exponentia

✍ Temme, Johannes P. 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 288 KB

Is everything just a game? From the disc

✍ Kirsten Wüst, Bernd Kuppinger 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 741 KB