American-type options.

Silvestrov, Dmitrii S.,

American-type options. Volume 2, Stochastic approximation methods / Dmitrii S. Silvestrov. - 1 online resource (572 pages) : illustrations, graphs, tables. - De Gruyter Studies in Mathematics, Volume 57 0179-0986 ; . - De Gruyter studies in mathematics ; Volume 57. .

Includes bibliographical references and index.

9783110329841 (e-book)


Options (Finance)--Mathematical models.
Stochastic approximation.
Business mathematics.


Electronic books.

HG6024.A3 / .S558 2015eb

332.6453