Discrete To Continuous
Supplement to The Black--Scholes--Merton Model as an Idealization of Discrete-Time Economies
This website is the Online Supplement for The Black–Scholes–Merton Model as an Idealization of Discrete-Time Economies, published by Cambridge University Press. It consists of various pdfs of supplementary material to that textbook, which are accessed by the links below.
Before accessing the material, please read this message from Professor Kreps.