American-type options
The second volume of this systematical presentation of stochastic approximation methods for models of American-type options presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.
Read More ↓Title Statements
- Full title :American-type options. / Dmitrii S. Silvestrov.
Summary
The second volume of this systematical presentation of stochastic approximation methods for models of American-type options presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.
Read More ↓Edition Statements
- Publication Date:2015.
Publication Statements
- Publisher(s):De Gruyter
- Place of Publication:Berlin, Germany
- Language:eng
- Publication Date:2015.
Notes
Titre de l'écran-titre (visionné le 11 févr. 2016).
TRAITEMENT SOMMAIRE.
The Physical Object
- Description:1 ressource en ligne (572 p.).
Edition Identifiers
- ISBN:9783110329841, 3110329840
- oclc:ocn939503072
- LC Classification:HG6024.A3
- Dewey Decimal:332.6453
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