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American-type options. Vol. 1, Stochastic approximation methods /
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.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin ; Boston :
De Gruyter,
©2014.
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| Colección: | De Gruyter studies in mathematics ;
56. |
| Temas: | |
| Acceso en línea: | Texto completo |