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Mathematical finance. 1993;3(2):101-123. doi: 10.1111/j.1467-9965.1993.tb00081.x Q22.42025

From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing

从离散到连续的金融模型:期权定价的新收敛结果

Nigel J. Cutland; Ekkehard Kopp; Walter Willinger

DOI: 10.1111/j.1467-9965.1993.tb00081.x

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期刊名:Mathematical finance

缩写:MATH FINANC

ISSN:0960-1627

e-ISSN:1467-9965

IF/分区:2.4/Q2

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From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing