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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...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin :
Walter de Gruyter GmbH,
[2015]
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| Collection: | De Gruyter studies in mathematics ;
57. |
| Sujets: | |
| Accès en ligne: | Texto completo |