American-Type Options: Stochastic Approximation Methods, Volume 2
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin/Boston
De Gruyter
[2015]
|
| Series: | De Gruyter Studies in Mathematics
57 Dmitrii S. Silvestrov: American-Type Options Volume 2 |
| Subjects: | |
| Online Access: | DE-1043 DE-1046 DE-858 DE-859 DE-860 DE-739 Volltext |
| Item Description: | 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 |
| Physical Description: | 1 Online-Ressource (xii,559p.) |
| ISBN: | 9783110329841 |
| DOI: | 10.1515/9783110329841 |
Staff View
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| 546 | |a In English | ||
| 650 | 4 | |a Wirtschaft | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
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Record in the Search Index
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| author_facet | Silvestrov, Dmitrii S. |
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| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
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| illustrated | Not Illustrated |
| indexdate | 2025-02-18T15:07:31Z |
| institution | BVB |
| isbn | 9783110329841 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027958903 |
| oclc_num | 872699857 |
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| physical | 1 Online-Ressource (xii,559p.) |
| psigel | ZDB-23-DGG ZDB-23-DGG FAW_PDA_DGG ZDB-23-DGG FCO_PDA_DGG ZDB-23-DGG FKE_PDA_DGG ZDB-23-DGG FLA_PDA_DGG ZDB-23-DGG UPA_PDA_DGG |
| publishDate | 2015 |
| publishDateSearch | 2015 |
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| publisher | De Gruyter |
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| series2 | De Gruyter Studies in Mathematics Dmitrii S. Silvestrov: American-Type Options |
| spelling | Silvestrov, Dmitrii S. Verfasser aut American-Type Options Stochastic Approximation Methods, Volume 2 Dmitrii S. Silvestrov Berlin/Boston De Gruyter [2015] 1 Online-Ressource (xii,559p.) txt rdacontent c rdamedia cr rdacarrier De Gruyter Studies in Mathematics 57 Dmitrii S. Silvestrov: American-Type Options Volume 2 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 In English Wirtschaft BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Options (Finance) Mathematical models Stochastic approximation Markov processes Erscheint auch als Druckausgabe 978-3-11-032968-1 Erscheint auch als Druckausgabe 978-3-11-032985-8 https://doi.org/10.1515/9783110329841 Verlag Volltext |
| spellingShingle | Silvestrov, Dmitrii S. American-Type Options Stochastic Approximation Methods, Volume 2 Wirtschaft BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Options (Finance) Mathematical models Stochastic approximation Markov processes |
| title | American-Type Options Stochastic Approximation Methods, Volume 2 |
| title_auth | American-Type Options Stochastic Approximation Methods, Volume 2 |
| title_exact_search | American-Type Options Stochastic Approximation Methods, Volume 2 |
| title_full | American-Type Options Stochastic Approximation Methods, Volume 2 Dmitrii S. Silvestrov |
| title_fullStr | American-Type Options Stochastic Approximation Methods, Volume 2 Dmitrii S. Silvestrov |
| title_full_unstemmed | American-Type Options Stochastic Approximation Methods, Volume 2 Dmitrii S. Silvestrov |
| title_short | American-Type Options |
| title_sort | american type options stochastic approximation methods volume 2 |
| title_sub | Stochastic Approximation Methods, Volume 2 |
| topic | Wirtschaft BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Options (Finance) Mathematical models Stochastic approximation Markov processes |
| topic_facet | Wirtschaft BUSINESS & ECONOMICS / Finance Mathematisches Modell Options (Finance) Mathematical models Stochastic approximation Markov processes |
| url | https://doi.org/10.1515/9783110329841 |
| work_keys_str_mv | AT silvestrovdmitriis americantypeoptionsstochasticapproximationmethodsvolume2 |