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Discrete-Time Approximations and Limit Theorems Yuliya Mishura
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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.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 8 de noviembre de 2021 |
| ISBN13 | 9783110652796 |
| Editores | De Gruyter |
| Páginas | 390 |
| Dimensiones | 170 × 240 × 22 mm · 839 g |
| Lengua | Inglés |
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