Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets (Hardcover) (ISBN-13: 9783110652796)

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.

Author: Yuliya Mishura, Kostiantyn Ralchenko
ISBN-10: 311065279X
ISBN-13: 9783110652796
Publisher: de Gruyter
Language: English
Published: 11/08/2021
Pages: 390
Format: Hardcover
Weight: 1.80lbs
Size: 9.61h x 6.69w x 0.88d