Advanced simulation-based methods for optimal stopping and control : with applications in finance

Author(s)

• Belomestny, Denis
• Schoenmakers, John

Bibliographic Information

Advanced simulation-based methods for optimal stopping and control : with applications in finance

Denis Belomestny, John Schoenmakers

Palgrave Macmillan, c2018

Note

Includes bibliographical references (p. 355-361) and index

Details

• NCID: BB26152650
• ISBN:
  • 9781137033505
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London
• Pages/Volumes: xvi, 364 p.
• Size: 25 cm
• Classification:
  • DC23 : 332.01518282
  • DC : 332
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Monte Carlo method
  • LCSH : Optimal stopping (Mathematical statistics)