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CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS 1
dc.contributor.authorAmin, Kaushik I.en_US
dc.contributor.authorKhanna, Ajayen_US
dc.date.accessioned2010-06-01T22:34:24Z
dc.date.available2010-06-01T22:34:24Z
dc.date.issued1994-10en_US
dc.identifier.citationAmin, Kaushik; Khanna, Ajay (1994). "CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS 1 ." Mathematical Finance 4(4): 289-304. <http://hdl.handle.net/2027.42/75553>en_US
dc.identifier.issn0960-1627en_US
dc.identifier.issn1467-9965en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/75553
dc.format.extent824836 bytes
dc.format.extent3109 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.publisherBlackwell Publishing Ltden_US
dc.rights1994 Blackwell Publishersen_US
dc.subject.otherWeak Convergenceen_US
dc.subject.otherAmerican Optionsen_US
dc.subject.otherMartingalesen_US
dc.titleCONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS 1en_US
dc.typeArticleen_US
dc.subject.hlbsecondlevelFinanceen_US
dc.subject.hlbsecondlevelMathematicsen_US
dc.subject.hlbsecondlevelEconomicsen_US
dc.subject.hlbtoplevelBusinessen_US
dc.subject.hlbtoplevelScienceen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumSchool of Business Administration University of Michigan, Ann Arbor, MI 48109-1234en_US
dc.contributor.affiliationotherStern School of Business Administration New York University, New York, New York 01003en_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/75553/1/j.1467-9965.1994.tb00059.x.pdf
dc.identifier.doi10.1111/j.1467-9965.1994.tb00059.xen_US
dc.identifier.sourceMathematical Financeen_US
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dc.owningcollnameInterdisciplinary and Peer-Reviewed


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