Titlebook: Weak Convergence of Financial Markets; Jean-Luc Prigent Book 2003 Springer-Verlag Berlin Heidelberg 2003 Finance.Hedging.Martingale.Semima

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Weak Convergence of Stochastic Processes,dered but the applications developed here concern dynamics of processes taking values in ℝ. like for example .-dimensional stock prices. Moreover, paths of these processes are sufficiently regular: the space ?(ℝ.) of the rightcontinuous functions having left limits (rcll) is in particular important.

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The Basic Models of Approximations, written on a single underlying asset. Other options can also computed in closed-form like lookback options (see [83]), but generally only for the standard model (i.e. the stock price process is a geometric Brownian motion). Thus efficient numerical procedures are needed, especially for options with

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The Basic Models of Approximations, written on a single underlying asset. Other options can also computed in closed-form like lookback options (see [83]), but generally only for the standard model (i.e. the stock price process is a geometric Brownian motion). Thus efficient numerical procedures are needed, especially for options with

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