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American-type options. Volume 2, Stochastic approximation methods /
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 autoregressi...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin :
Walter de Gruyter GmbH,
[2015]
|
| Colección: | De Gruyter studies in mathematics ;
57. |
| Temas: | |
| Acceso en línea: | Texto completo |
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