Working paper
Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications
Bruno Biais, Thomas Mariotti, Guillaume Plantin, and Jean-Charles Rochet
IDEI Working Paper
n. 312, October 2004, revised September 2006
Reference
Bruno Biais, Thomas Mariotti, Guillaume Plantin, and Jean-Charles Rochet, “Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications”, IDEI Working Paper, n. 312, October 2004, revised September 2006.