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Focusing on the relationship between continuous-time and discrete-time models in frictionless financial economies, this book provides insights into the mathematical foundations of financial mathematics. It serves as a crucial resource for mainstream financial economists and economic theorists seeking to grasp significant concepts and results from complex mathematical literature.
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The Black-Scholes-Merton Model as an Idealization of Discrete-Time Economies, David M. Kreps
- Idioma
- Publicado en
- 2019
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