TY  - BOOK
AU  - Mishura,Yuliya
AU  - Ralchenko,Kostiantyn
TI  - Discrete-Time Approximations and Limit Theorems: In Applications to Financial Markets 
T2  - De Gruyter Series in Probability and Stochastics ,
SN  - 9783110652796
AV  - HG106 .M57 2022
U1  - 332.01/5118 23
PY  - 2021///]
CY  - Berlin, Boston : 
PB  - De Gruyter, 
KW  - Finance
KW  - Statistics
KW  - Mathematical models
KW  - Probabilities
KW  - Stochastic analysis
KW  - Black-Scholes-Modell
KW  - Grenzwertsatz
KW  - Kreditmarkt
KW  - MATHEMATICS / Probability & Statistics / General
KW  - bisacsh
N1  - restricted access; Issued also in print
N2  - 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
UR  - https://doi.org/10.1515/9783110654240
UR  - https://www.degruyter.com/isbn/9783110654240
UR  - https://www.degruyter.com/document/cover/isbn/9783110654240/original
ER  -