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The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
by David M. Kreps 2020-12-29 20:14:25
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Examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models.
Examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. Less
  • Publication date
  • Language
  • ISBN
  • September 19, 2019
  • eng
  • 9781108775502
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David M. Kreps
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David M. Kreps is the Adams Distinguished Professor of Management at Stanford University's Graduate School of Business. His books include A Course in Microeconomic Theory (Princeton), Game Theory and ...
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