A discrete Itô calculus approach to He’s framework for multi-factor discrete markets

Jiro Akahori ()

Asia-Pacific Financial Markets, 2005, vol. 12, issue 3, pages 273-287

Keywords: Discrete Itô formula; Finite difference scheme; Discrete-time multi-asset market; Primary 91B28; Secondary 60G50; 65C20; 60F99 (search for similar items in EconPapers)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10690-006-9026-5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this article

Asia-Pacific Financial Markets is edited by Ryozo Miura

More articles in Asia-Pacific Financial Markets from Springer
Series data maintained by Christopher F. Baum ().