Introduction to Continuous Time Trading

Gopinath Kallianpur and Rajeeva L. Karandikar
Additional contact information
Gopinath Kallianpur: University of North Carolina, Department of Statistics
Rajeeva L. Karandikar: Indian Statistical Institute, Department of Mathematics & Statistics

Chapter 7 in Introduction to Option Pricing Theory, 2000, pp 123-135 from Springer

Abstract: Abstract In this chapter, we begin with an informal description of the technical terms used in finance in the context of continuous time trading. We saw these terms in the previous chapter, which was devoid of technicalities. When it comes to continuous time, we cannot escape these technicalities which is why they were first introduced.

Keywords: Stock Price; Trading Strategy; Contingent Claim; Striking Price; Bond Price (search for similar items in EconPapers)
Date: 2000
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0511-1_7

Ordering information: This item can be ordered from
http://www.springer.com/9781461205111

DOI: 10.1007/978-1-4612-0511-1_7

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().