American-type options

American-type options: stochastic approximation methods. Volume 1

by Silvestrov, Dmitrii S.

Type Book
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This book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. It is the first volume of the comprehensive two volumes monograph.

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Title Statements

  • Full title :American-type options : stochastic approximation methods. Volume 1 / Dmitrii S. Silvestrov.

Summary

This book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. It is the first volume of the comprehensive two volumes monograph.

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Edition Statements

  • Publication Date:2014.

Publication Statements

  • Publisher(s):De Gruyter
  • Place of Publication:Berlin
  • Language:eng
  • Publication Date:2014.

Notes

Titre de l'écran-titre (visionné le 24 févr. 2015).

TRAITEMENT SOMMAIRE.

The Physical Object

  • Description:1 ressource en ligne (520 p.).

Edition Identifiers

  • ISBN:9783110329827, 3110329824
  • oclc:ocn904312674
  • LC Classification:HG6024.A3
  • Dewey Decimal:332.64/53

Subjects

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

Writers

Silvestrov, Dmitrii S.

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