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