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American-Type Options

Stochastic Approximation Methods, Volume 1

by Dmitrii S. Silvestrov
language: english
Publisher: De Gruyter, November of 2013 ‧
227,12€
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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.

American-Type Options

Stochastic Approximation Methods, Volume 1

by Dmitrii S. Silvestrov

Property Description
ISBN: 9783110329674
Publisher: De Gruyter
Release Date: November of 2013
Language: English
Dimensions: 170 x 240 x 20 mm
Cover: Hardcover
Pages: 519
Format: Book
Collection: De Gruyter Studies In Mathematics
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9783110329674