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Discrete-Time Approximations and Limit Theorems

In Applications to Financial Markets

Produktform: E-Buch Text Elektronisches Buch in proprietärem

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. Editorial Board Itai Benjamini, Weizmann Institute of Science, IsraelJean Bertoin, Universität Zürich, SwitzerlandMichel Ledoux, Université de Toulouse, FranceRené L. Schilling, Technische Universität Dresden, Germany weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Elektronisches Format:

Sprache(n): Englisch

ISBN: 978-3-11-065299-4 / 978-3110652994 / 9783110652994

Verlag: De Gruyter

Erscheinungsdatum: 25.10.2021

Seiten: 390

Auflage: 1

Autor(en): Yuliya Mishura, Kostiantyn Ralchenko, Yuliya S. Mishura

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