American-Type Options, Volume 2: Stochastic Approximation Methods
Dmitrii S. SilvestrovThe 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.
ক্যাটাগোরিগুলো:
সাল:
2015
প্রকাশক:
Walter de Gruyter
ভাষা:
english
ISBN 10:
3110329689
ISBN 13:
9783110329681
বইয়ের সিরিজ:
De Gruyter Studies in Mathematics 57
ফাইল:
PDF, 3.71 MB
IPFS:
,
english, 2015