Samhälle & debatt
Discrete-Time Approximations and Limit Theorems
Yuliya Mishura • Kostiantyn Ralchenko • Yuliya Kostiantyn Mishura Ralchenko
Inbunden
2639:-
Uppskattad leveranstid 5-10 arbetsdagar
Fri frakt för medlemmar vid köp för minst 249:-
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.
- Format: Inbunden
- ISBN: 9783110652796
- Språk: Engelska
- Antal sidor: 390
- Utgivningsdatum: 2021-11-08
- Förlag: De Gruyter