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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Bibliographic Details

Title: Discrete-Time Approximations and Limit Theorems
Publisher: De Gruyter, DE
Publication Date: 2021
Language: English
ISBN 10: 311065279X
ISBN 13: 9783110652796
Binding: Hardback
Condition: New
Weight: 789 grams

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Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.

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