Abstract
We are now ready to discuss discrete-time pricing models, that is, pricing models in which all transactions take place at a series of discrete times.
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© 2004 Steven Roman
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Roman, S. (2004). Discrete-Time Pricing Models. In: Introduction to the Mathematics of Finance. Undergraduate Texts in Mathematics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-9005-1_7
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DOI: https://doi.org/10.1007/978-1-4419-9005-1_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-21364-4
Online ISBN: 978-1-4419-9005-1
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