American-Type Options : Stochastic Approximation Methods, Volume 1
Business mathematics Markov processes Options (Finance) Stochastic approximation sähkökirjat Wirtschaft BUSINESS & ECONOMICS
De Gruyter
2013
EISBN 9783110329827
This book 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. It is the first volume of the comprehensive two volumes monograph.
