Discrete-time approximations and limit theorems : in applications to financial markets

著者

• Mishura, I︠U︡lii︠a︡ S.
• Ralchenko, Kostiantyn

書誌事項

Discrete-time approximations and limit theorems : in applications to financial markets

Yuliya Mishura, Kostiantyn Ralchenko

（De Gruyter series in probability and stochastics, 2）

De Gruyter, c2022

• hbk.

• NII書誌ID(NCID): BC11778462
• ISBN:
  • 9783110652796
• LCCN: 2021943975
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin
• ページ数/冊数: 373 p.
• 大きさ: 25 cm
• 分類:
  • DC23 : 332.015118
  • LCC : HG106
• 件名:
  • LCSH : Finance -- Mathematical models
  • LCSH : Discrete-time systems
  • LCSH : Finance -- Statistics
  • LCSH : Probabilities
  • LCSH : Stochastic analysis
• 親書誌ID:
  • BC12175156