Mishura / Ralchenko Discrete-Time Approximations and Limit Theorems

In Applications to Financial Markets
1. Auflage 2021
ISBN: 978-3-11-065299-4
Verlag: De Gruyter
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, Band 2, 390 Seiten

Reihe: De Gruyter Series in Probability and Stochastics

The 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.

Editorial Board

Itai Benjamini, Weizmann Institute of Science, Israel
Jean Bertoin, Universität Zürich, Switzerland
Michel Ledoux, Université de Toulouse, France
René L. Schilling, Technische Universität Dresden, Germany

Yuliya Mishura, Taras Shevchenko National University of Kyiv, Ukraine.

Zielgruppe

Researchers and graduate students in probability theory, stochast

Autoren/Hrsg.

Mishura, Yuliya

Ralchenko, Kostiantyn

Fachgebiete

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

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.