Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets
Oct 2021 · De Gruyter Series in Probability and Stochastics Book 2 · Walter de Gruyter GmbH & Co KG
Ebook
390
Pages
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About this ebook
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.
About the author
Yuliya Mishura and Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine.
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