Discrete-Time Approximations and Limit Theorems - Yuliya Mishura - Books - De Gruyter - 9783110652796 - November 8, 2021
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Discrete-Time Approximations and Limit Theorems

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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  

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