American-Type Options Stochastic Approximation Methods, Volume 2 - Silvestrov, Dmitrii S. (De Gruyter, 2015)
The second volume of this systematical presentation of stochastic approximation methods for models of American-type options presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies