American-type options
by Silʹvestrov, D. S., (Dmitriĭ Sergeevich)
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):Walter de Gruyter GmbH
- Place of Publication:Berlin
- Language:eng
- Publication Date:2015
The Physical Object
- Description:1 online resource
Edition Identifiers
- ISBN:9783110329841, 3110329840
- DOI:10.1515/9783110329841
- oclc:ocn903573040
- LC Classification:HG6024.A3
- Dewey Decimal:332.64/53
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