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First published 2021 in Great Britain and the United States by ISTE Ltd and John Wiley & Sons, Inc.

Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms and licenses issued by the CLA. Enquiries concerning reproduction outside these terms should be sent to the publishers at the undermentioned address:

ISTE Ltd

27-37 St George’s Road

London SW19 4EU

UK

www.iste.co.uk

John Wiley & Sons, Inc.

111 River Street

Hoboken, NJ 07030

USA

www.wiley.com

© ISTE Ltd 2021

The rights of Benoîte de Saporta and Mounir Zili to be identified as the authors of this work have been asserted by them in accordance with the Copyright, Designs and Patents Act 1988.

Library of Congress Control Number: 2021944040

British Library Cataloguing-in-Publication Data

A CIP record for this book is available from the British Library

ISBN 978-1-78630-669-2

Martingales and Financial Mathematics in Discrete Time

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