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The Black–Scholes–Merton Model As An Idealization Of Discrete-Time Economies
language: english
Publisher:
CAMBRIDGE UNIVERSITY PRESS, September of 2019 ‧
see product details
103,15€
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SYNOPSIS
This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. Mainstream financial economists and economic theorists who want to understand important ideas and results from the highly mathematical literature of financial mathematics will find this book an invaluable aid.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781108486361 |
| Publisher: | CAMBRIDGE UNIVERSITY PRESS |
| Release Date: | September of 2019 |
| Language: | English |
| Cover: | Hardcover |
| Pages: | 214 |
| Format: | Book |
| Collection: | Econometric Society Monographs |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
Books in English > Others |
| EAN: | 9781108486361 |
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