The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies
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Published By Cambridge University Press

9781108626903, 9781108486361, 9781108707657

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Author Index

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

10.1017/9781108626903.013 ◽

2019 ◽

pp. 199-199

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BSM as an Idealization of Binomial-Random-Walk Economies

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

10.1017/9781108626903.005 ◽

2019 ◽

pp. 56-99

Keyword(s):

Random Walk

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Subject Index

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

10.1017/9781108626903.014 ◽

2019 ◽

pp. 200-203

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Finitely Many States and Times

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

10.1017/9781108626903.003 ◽

2019 ◽

pp. 6-28

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Barlow’s Example

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

10.1017/9781108626903.007 ◽

2019 ◽

pp. 148-157

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References

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

10.1017/9781108626903.012 ◽

2019 ◽

pp. 194-198

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Appendix

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

10.1017/9781108626903.011 ◽

2019 ◽

pp. 177-193

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General Random-Walk Models

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

10.1017/9781108626903.006 ◽

2019 ◽

pp. 100-147

Keyword(s):

Random Walk ◽

General Random Walk

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Countinuous Time and the Black–Scholes–Merton (BSM) Model

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

10.1017/9781108626903.004 ◽

2019 ◽

pp. 29-55

Keyword(s):

Black Scholes

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Concluding Remarks, Part 1: How Robust an Idealization is BSM?

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

10.1017/9781108626903.009 ◽

2019 ◽

pp. 171-173

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