Discrete-Time Approximations and Limit Theorems

Discrete-Time Approximations and Limit Theorems
Author :
Publisher : Walter de Gruyter GmbH & Co KG
Total Pages : 397
Release :
ISBN-10 : 9783110652994
ISBN-13 : 3110652994
Rating : 4/5 (994 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 397 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.


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