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...

Full description

Bibliographic Details

Main Author:	Belomestny, Denis (Author)
Format:	Electronic eBook
Language:	English
Published:	London : Palgrave Macmillan UK, 2018.
Edition:	1st ed. 2018.
Subjects:	Corporations-Finance. Applied mathematics. Engineering mathematics. Business enterprises-Finance. Mathematical models.
ISBN:	9781137033512
Online Access:
Tags:	Add Tag No Tags, Be the first to tag this record!