Discrete-Time Approximations and Limit Theorems
| Author | : Yuliya S. Mishura |
| Publisher | : |
| Total Pages | : 292 |
| Release | : 2021-06-10 |
| ISBN-10 | : 311065279X |
| ISBN-13 | : 9783110652796 |
| Rating | : 4/5 (796 Downloads) |
Book Synopsis Discrete-Time Approximations and Limit Theorems by : Yuliya S. Mishura
Download or read book Discrete-Time Approximations and Limit Theorems written by Yuliya S. Mishura and published by . This book was released on 2021-06-10 with total page 292 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.
