{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":19,"n_cols":5,"rows_kept":19,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[2,4,2,5],[3,2,3,3],[5,2,5,3],[7,2,7,3],[8,2,8,3],[9,2,9,3],[10,2,10,3],[11,2,11,3],[13,2,13,3],[14,2,14,3],[17,2,17,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910554262703321"]
[null,null,"Autore",null,"Mishura I︠U︡lii︠a︡ S."]
[null,null,"Titolo",null,"Discrete-time approximations and limit theorems : in applications to financial markets / / Yuliya Mishura, Kostiantyn Ralchenko"]
[null,null,"Pubbl/distr/stampa",null,"Berlin, Germany : , : Walter de Gruyter GmbH, , [2022]"]
[{"$nulls":4},"©2022"]
[null,null,"ISBN",null,"3-11-065299-4"]
[{"$nulls":4},"3-11-065424-5"]
[null,null,"Descrizione fisica",null,"1 online resource (XVI, 374 p.)"]
[null,null,"Collana",null,"De Gruyter series in probability and stochastics ; ; Volume 2"]
[null,null,"Classificazione",null,"SK 980"]
[null,null,"Disciplina",null,"003"]
[null,null,"Soggetti",null,"Discrete-time systems"]
[{"$nulls":4},"Finance - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"Frontmatter -- Introduction -- Contents -- Abbreviations and notations -- 1 Financial markets. From discrete to continuous time -- 2 Rate of convergence of asset and option prices -- 3 Limit theorems for markets with non-random time-varying coefficients -- 4 Convergence of stochastic integrals in application to financial markets -- A Essentials of calculus, probability, and stochastic processes -- Bibliography -- Index"]
[null,null,null,"Sommario/riassunto","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."]