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 autoregressive and continuous time models, as well as results of the corresponding experimental studies.
Lieferbar
ISBN | 9783110329681 |
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Sprache | eng |
Cover | Fester Einband |
Verlag | De Gruyter |
Jahr | 20141215 |
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