Discrete-Time Approximations and Limit Theorems
| Author | : Yuliya Mishura |
| Publisher | : Walter de Gruyter GmbH & Co KG |
| Total Pages | : 390 |
| Release | : 2021-10-25 |
| ISBN-10 | : 9783110654240 |
| ISBN-13 | : 3110654245 |
| Rating | : 4/5 (40 Downloads) |
Book Synopsis Discrete-Time Approximations and Limit Theorems by : Yuliya Mishura
Download or read book Discrete-Time Approximations and Limit Theorems written by Yuliya Mishura and published by Walter de Gruyter GmbH & Co KG. This book was released on 2021-10-25 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
