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American-Type Options: Stochastic Approximation Methods, Volume 1 - De Gruyter Studies in Mathematics Dmitrii S. Silvestrov
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American-Type Options: Stochastic Approximation Methods, Volume 1 - De Gruyter Studies in Mathematics
Dmitrii S. Silvestrov
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.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 15, 2013 |
| ISBN13 | 9783110329674 |
| Publishers | De Gruyter |
| Pages | 519 |
| Dimensions | 150 × 220 × 20 mm · 998 g |
| Language | English |
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