American-type options

American-type options

by Silʹvestrov, D. S., (Dmitriĭ Sergeevich)

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Title Statements

  • Full title :American-type options / Dmitrii S. Silvestrov.

Edition Statements

  • Publication Date:2014-

Publication Statements

Notes

Volume 1. Stochastic Approximation Methods.

The Physical Object

  • Description:2 volumes ; : 25 cm.

Edition Identifiers

  • ISBN:9783110329674, 3110329670, 3110329832, 9783110329834
  • oclc:on1012000740
  • LC Classification:HG6024.A3
  • Dewey Decimal:332.64/53

Subjects

Approximation stochastique Business mathematics Markov Chains Markov processes Mathématiques financières Options (Finance) -- Mathematical models Options (Finances) -- Modèles mathémati… Processus de Markov Stochastic approximation

Writers

Silʹvestrov, D. S., (Dmitriĭ Sergeevich)

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