All ebooks by David M. Kreps in PDF

1 Book(s)


Add to my wish list The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies David M. Kreps This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. It specifically looks to answer the question: in what sense and to what extent does the famous Black-Scholes-Merton (BSM)... Publication date: 2019-09-19 Format: PDF Publisher: Cambridge University Press Add to basket £36,92

Add to my wish list

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

David M. Kreps

This book examines whether continuous-time models in frictionless financial economies can be well approximated by discrete-time models. It specifically looks to answer the question: in what sense and to what extent does the famous Black-Scholes-Merton (BSM)...

Publication date: 2019-09-19

Format: PDF

Publisher: Cambridge University Press

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£36,92

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