• Title of article

    When is time continuous?

  • Author/Authors

    Dimitris Bertsimas.، نويسنده , , Leonid Kogan، نويسنده , , Andrew W. Lo، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    32
  • From page
    173
  • To page
    204
  • Keywords
    Delta hedging , derivatives , Continuous-time models
  • Journal title
    Journal of Financial Economics
  • Serial Year
    2000
  • Journal title
    Journal of Financial Economics
  • Record number

    257409