Cargando…
American-type options. Volume 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 |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin ; Boston :
De Gruyter,
©2014.
©2014 |
| Colección: | De Gruyter studies in mathematics ;
56. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
|---|---|
| Notas: | Print version cataloged as a monographic set by Library of Congress. |
| Descripción Física: | 1 online resource |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9783110329827 3110329824 9783110329841 3110329840 |