• Discrete-Time Approximations and Limit Theorems
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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...
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  • 08 November 2021
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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.
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Price: $230.00
Pages: 390
Publisher: De Gruyter
Imprint: De Gruyter
Publication Date: 08 November 2021
ISBN: 9783110652796
Format: Hardcover
BISACs: MATHEMATICS / Probability & Statistics / General, BUS027000 BUSINESS & ECONOMICS / Finance / General, MAT003000 MATHEMATICS / Applied
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Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.



Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.