Discrete-Time Approximations and Limit Theorems

In Applications to Financial Markets
1. Auflage 2021
ISBN: 978-3-11-065279-6
Verlag: De Gruyter

Buch, Englisch, 374 Seiten, Format (B × H): 170 mm x 240 mm, Gewicht: 789 g

Reihe: De Gruyter series in probability and stochastics

The De Gruyter Series in Probability and Stochastics is devoted to the publication of high-level monographs and specialized graduate texts in any branch of modern probability theory and stochastics, along with their numerous applications in other parts of mathematics, physics and informatics, in economics and finance, and in the life sciences. The aim of the series is to present recent research results in the form of authoritative and comprehensive works that will serve the probability and stochastics community as basis for further research. Each volume undergoes peer review using a double-blind reviewing process. Reviewers are asked to judge the validity, significance, and originality of the work. Series editor(s) assess comments and make necessary recommendations to the author.
Editors Itai Benjamini, Weizmann Institute of Science, Rehovot, Israel
Jean Bertoin, Universität Zürich, Switzerland
Michel Ledoux, Université de Toulouse, France
René L. Schilling, Technische Universität Dresden, Germany

Autoren/Hrsg.

Mishura, Yuliya

Ralchenko, Kostiantyn

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Internationale Finanzmärkte
• Wirtschaftswissenschaften Volkswirtschaftslehre Internationale Wirtschaft Internationale Finanzmärkte
• Mathematik | Informatik Mathematik Stochastik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Über Autor(innen)

Yuliya Mishura and Kostiantyn Ralchenko , Taras Shevchenko National University of Kyiv, Ukraine.

Yuliya Mishura and Kostiantyn Ralchenko , Taras Shevchenko National University of Kyiv, Ukraine.