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

著者

• Belomestny, Denis
• Schoenmakers, John

書誌事項

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

Denis Belomestny, John Schoenmakers

Palgrave Macmillan, c2018

注記

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

詳細情報

• NII書誌ID(NCID): BB26152650
• ISBN:
  • 9781137033505
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: London
• ページ数/冊数: xvi, 364 p.
• 大きさ: 25 cm
• 分類:
  • DC23 : 332.01518282
  • DC : 332
• 件名:
  • LCSH : Finance -- Mathematical models
  • LCSH : Monte Carlo method
  • LCSH : Optimal stopping (Mathematical statistics)