|
|||||
|
|
Convergence of strategies: An approach using Clark-Haussmann's formula |
|
| Authors: | Jan Pedersen |
| Affiliation: | (1) Departments of Mathematical Sciences, University of Aarhus, Ny Munkegade, DK-8000 Aarhus C, Denmark (e-mail: jan@imf.au.dk) , DK |
| Abstract: | |
| Keywords: | :Binomial and Black-Scholes models complete markets Clark-Haussmann's formula convergence of strategies |
| 本文献已被 SpringerLink 等数据库收录！ | |