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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies最新文献

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Barlow’s Example 巴洛的例子
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies Pub Date : 2019-09-19 DOI: 10.1017/9781108626903.007
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引用次数: 0
BSM as an Idealization of Binomial-Random-Walk Economies BSM作为二项随机漫步经济的理想化
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies Pub Date : 2019-09-19 DOI: 10.1017/9781108626903.005
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引用次数: 0
Concluding Remarks, Part 2: Continuous-Time Models as Idealizations of Discrete Time 结束语，第2部分:连续时间模型作为离散时间的理想化
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies Pub Date : 2019-09-19 DOI: 10.1017/9781108626903.010
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引用次数: 0
The Pötzelberger–Schlumprecht Example and Asymptotic Arbitrage Pötzelberger-Schlumprecht的例子和渐近套利
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies Pub Date : 2019-09-19 DOI: 10.1017/9781108626903.008
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引用次数: 0
Countinuous Time and the Black–Scholes–Merton (BSM) Model 连续时间和Black-Scholes-Merton (BSM)模型
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies Pub Date : 2019-09-19 DOI: 10.1017/9781108626903.004
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引用次数: 0
Finitely Many States and Times 有限多状态和时间
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies Pub Date : 2019-09-19 DOI: 10.1017/9781108626903.003
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引用次数: 0
General Random-Walk Models 一般随机漫步模型
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies Pub Date : 2019-09-19 DOI: 10.1017/9781108626903.006
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引用次数: 0
Concluding Remarks, Part 1: How Robust an Idealization is BSM? 结束语，第1部分:理想化的BSM有多健壮?
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies Pub Date : 2019-09-19 DOI: 10.1017/9781108626903.009
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引用次数: 0
Appendix 附录
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies Pub Date : 2019-09-19 DOI: 10.1017/9781108626903.011
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引用次数: 0
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