Discrete-Time Approximations and Limit Theorems (English, Yuliya Mishura | Kostiantyn Ralchenko)
by Yuliya Mishura | Kostiantyn Ralchenko
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Book Details
Publisher
de Gruyter
Language
English
ISBN-13
9783110652796
ISBN-10
311065279X
Author
Yuliya Mishura | Kostiantyn Ralchenko
About the Book
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.
ISBN: 9783110652796
ISBN-13: 9783110652796
ISBN-10: 311065279X
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Yuliya Mishura | Kostiantyn Ralchenko is the author of Discrete-Time Approximations and Limit Theorems. Browse more books by Yuliya Mishura | Kostiantyn Ralchenko on GlowMirror.
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Product ID: isbn-9783110652796
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