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Advanced Simulation-Based Methods for Optimal Stopping and Control

With Applications in Finance

Parametre

  • 364 stránok
  • 13 hodin čítania

Viac o knihe

Focusing on optimal stopping and control, this advanced guide delves into Monte Carlo simulation and its financial applications. It caters to both quantitative finance practitioners and academic researchers, beginning with classical simulation-based algorithms before exploring innovative, cutting-edge methodologies currently in development.

Nákup knihy

Advanced Simulation-Based Methods for Optimal Stopping and Control, Denis Belomestny, John Schoenmakers

Jazyk
Rok vydania
2018
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