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American-Type Options

Silvestrov, Dmitrii S.

American-Type Options

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.

CHF 196.00

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ISBN 9783110329681
Sprache eng
Cover Fester Einband
Verlag De Gruyter
Jahr 20141215

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