Advanced simulation based methods for optimal stopping and control : with applications in finance /
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of th...
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Detalles Bibliográficos
| Formato: | Libro
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| Lenguaje: | English |
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| Publicado: |
United Kingdom :
Palgrave Macmillan,
[2018].
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| Acceso en línea: | Ver documento en línea
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