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American-Type Options: Stochastic Approximation Methods, Volume 2: de Gruyter Studies in Mathematics, cartea 57

Autor Dmitrii S. Silvestrov
en Electronic book text – 31 dec 2014
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.
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Specificații

ISBN-13: 9783110329841
ISBN-10: 3110329840
Pagini: 500
Ediția:
Editura: De Gruyter
Seria de Gruyter Studies in Mathematics

Locul publicării:Berlin/Boston