American-Type Options
Dmitrii S. Silvestrov
This book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. It is the first volume of the comprehensive two volumes monograph.
Yıl:
2013
Yayımcı:
De Gruyter
Dil:
english
Sayfalar:
509
ISBN 10:
3110329670
ISBN 13:
9783110329674
Seriler:
De Gruyter Studies in Mathematics
Dosya:
PDF, 3.73 MB
IPFS:
,
english, 2013