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Discrete-Time Approximations and Limit Theorems Yuliya Mishura
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発送予定日 年11月25日 - 年12月11日
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Discrete-Time Approximations and Limit Theorems
Yuliya Mishura
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.
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2021年11月8日 |
| ISBN13 | 9783110652796 |
| 出版社 | De Gruyter |
| ページ数 | 390 |
| 寸法 | 170 × 240 × 22 mm · 839 g |
| 言語 | 英語 |
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