Tell your friends about this item:
Discrete-Time Approximations and Limit Theorems Yuliya Mishura
Discrete-Time Approximations and Limit Theorems
Yuliya Mishura
Financial market modeling is a prime example of a real-life application of probability theory and stochastics. This authoritative book discusses the discrete-time approximation and other qualitative properties of models of financial markets, like the Black-Scholes model and its generalizations, offering in this way rigorous insights on one of the most interesting applications of mathematics nowadays.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 8, 2021 |
| ISBN13 | 9783110652796 |
| Publishers | De Gruyter |
| Pages | 390 |
| Dimensions | 170 × 240 × 22 mm · 839 g |
| Language | English |
More by Yuliya Mishura
Show allMere med samme udgiver
See all of Yuliya Mishura ( e.g. Hardcover Book and Paperback Book )