Discrete-Time Approximations and Limit Theorems : : In Applications to Financial Markets / / Yuliya Mishura, Kostiantyn Ralchenko.
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, offe...
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| Superior document: | Title is part of eBook package: De Gruyter DG Ebook Package English 2021 |
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| VerfasserIn: | |
| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2021] ©2021 |
| Year of Publication: | 2021 |
| Language: | English |
| Series: | De Gruyter Series in Probability and Stochastics ,
2 |
| Online Access: | |
| Physical Description: | 1 online resource (XVI, 374 p.) |
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| Summary: | 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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| Format: | Mode of access: Internet via World Wide Web. |
| ISBN: | 9783110654240 9783110750720 9783110750706 9783110754001 9783110753776 9783110754131 9783110753905 |
| ISSN: | 2512-9007 ; |
| DOI: | 10.1515/9783110654240 |
| Access: | restricted access |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | Yuliya Mishura, Kostiantyn Ralchenko. |