Abstract
Throughout this chapter, the following problem is examined: assume that a discrete time financial model and a continuous one can both explain the dynamics of given statistical financial data: This means that the discrete time primitive assets S n weakly converge to the continuous ones S, under the statistical probabilities ℙn when periods between trades shrink to zero:
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© 2003 Springer-Verlag Berlin Heidelberg
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Prigent, JL. (2003). Weak Convergence of Financial Markets. In: Weak Convergence of Financial Markets. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-24831-6_2
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DOI: https://doi.org/10.1007/978-3-540-24831-6_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-07611-4
Online ISBN: 978-3-540-24831-6
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