{"title":"3 Limit theorems for markets with non-random time-varying coefficients","authors":"","doi":"10.1515/9783110654240-003","DOIUrl":"https://doi.org/10.1515/9783110654240-003","url":null,"abstract":"","PeriodicalId":330986,"journal":{"name":"Discrete-Time Approximations and Limit Theorems","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128741606","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"4 Convergence of stochastic integrals in application to financial markets","authors":"","doi":"10.1515/9783110654240-004","DOIUrl":"https://doi.org/10.1515/9783110654240-004","url":null,"abstract":"","PeriodicalId":330986,"journal":{"name":"Discrete-Time Approximations and Limit Theorems","volume":"232 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123037426","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"2 Rate of convergence of asset and option prices","authors":"","doi":"10.1515/9783110654240-002","DOIUrl":"https://doi.org/10.1515/9783110654240-002","url":null,"abstract":"","PeriodicalId":330986,"journal":{"name":"Discrete-Time Approximations and Limit Theorems","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134087865","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A Essentials of calculus, probability, and stochastic processes","authors":"","doi":"10.1515/9783110654240-005","DOIUrl":"https://doi.org/10.1515/9783110654240-005","url":null,"abstract":"","PeriodicalId":330986,"journal":{"name":"Discrete-Time Approximations and Limit Theorems","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134152780","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"1 Financial markets. From discrete to continuous time","authors":"","doi":"10.1515/9783110654240-001","DOIUrl":"https://doi.org/10.1515/9783110654240-001","url":null,"abstract":"","PeriodicalId":330986,"journal":{"name":"Discrete-Time Approximations and Limit Theorems","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122069691","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}