30 results
5 - General Random-Walk Models
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 100-147
-
- Chapter
- Export citation
2 - Finitely Many States and Times
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 6-28
-
- Chapter
- Export citation
Appendix
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 177-193
-
- Chapter
- Export citation
Preface
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp ix-xii
-
- Chapter
- Export citation
4 - BSM as an Idealization of Binomial-Random-Walk Economies
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 56-99
-
- Chapter
- Export citation
Author Index
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 199-199
-
- Chapter
- Export citation
References
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 194-198
-
- Chapter
- Export citation
Contents
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp v-viii
-
- Chapter
- Export citation
3 - Countinuous Time and the Black–Scholes–Merton (BSM) Model
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 29-55
-
- Chapter
- Export citation
Subject Index
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 200-203
-
- Chapter
- Export citation
7 - The Pötzelberger–Schlumprecht Example and Asymptotic Arbitrage
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 158-170
-
- Chapter
- Export citation
Econometric Society Monograph Series
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 204-204
-
- Chapter
- Export citation
9 - Concluding Remarks, Part 2: Continuous-Time Models as Idealizations of Discrete Time
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 174-176
-
- Chapter
- Export citation
Frontmatter
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp i-iv
-
- Chapter
- Export citation
1 - Introduction
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 1-5
-
- Chapter
- Export citation
8 - Concluding Remarks, Part 1: How Robust an Idealization is BSM?
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 171-173
-
- Chapter
- Export citation
6 - Barlow’s Example
-
- Book:
- The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019, pp 148-157
-
- Chapter
- Export citation
The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
-
- Published online:
- 09 September 2019
- Print publication:
- 19 September 2019
14 - Anticipated Utility and Dynamic Choice (1997)
-
-
- Book:
- Frontiers of Research in Economic Theory
- Published online:
- 05 January 2013
- Print publication:
- 13 November 1998, pp 242-274
-
- Chapter
- Export citation
Index
-
- Book:
- Advances in Economics and Econometrics: Theory and Applications
- Published online:
- 05 January 2013
- Print publication:
- 20 February 1997, pp 316-332
-
- Chapter
- Export citation