Kreps, David M

The Black-Scholes-Merton model as an idealization of discrete-time economies / David M. Kreps - New York Cambridge Uni Pr 2019 - xi, 203p;pbk - Econometric society monograph series .

9781108707657


Economics
Financial economics
Discrete-time systems
Finance--Mathematical models
Stocks--Prices--Mathematical models

332.015153 / KRE