Discrete-time approximations and limit theorems : in applications to financial markets
著者
書誌事項
Discrete-time approximations and limit theorems : in applications to financial markets
（De Gruyter series in probability and stochastics, 2）
De Gruyter, c2022
- hbk.
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内容説明・目次
内容説明
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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