Silvestrov, Dmitrii S.

American-type options : stochastic approximation methods. Volume 1 / Dmitrii S. Silvestrov. - 1 online resource (520 pages). - De Gruyter studies in mathematics, volume 56 0179-0986 ; . - De Gruyter studies in mathematics ; 56. .

Includes bibliographical references and index.

9783110329827 (e-book)


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


Electronic books.

HG6024.A3 / S55 2014eb