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.

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Book Cover
  1. Errata
  2. Further Readings and References

David M. Kreps

The Adams Distinguished Professor of Management, Emeritus

Stanford Graduate School of Business