American Type Options Stochastic Approximation Methods Volume 1

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American Type Options Stochastic Approximation Methods Volume 1

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American Type Options Stochastic Approximation Methods Volume 1
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American Type Options Stochastic Approximation Methods Volume 1

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.
  • Brand: Unbranded
  • Category: Education
  • Format: Hardback
  • Language: English
  • Publication Date: 2013-12-13
  • Publisher / Label: De Gruyter
  • Author: American Type Options: Stochastic Approximation Methods Volume 1
  • Number of Pages: 519
  • Fruugo ID: 489776601-1012662400
  • ISBN: 9783110329674
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