Advanced simulation-based methods for optimal stopping and control : with applications in finance / Denis Belomestny, John Schoenmakers.
2018
QA274.23
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Authorized users
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Can lend chapters, not whole ebooks
Details
Title
Advanced simulation-based methods for optimal stopping and control : with applications in finance / Denis Belomestny, John Schoenmakers.
Author
Belomestny, Denis, author.
ISBN
9781137033512 (electronic book)
1137033517 (electronic book)
9781137033505
1137033517 (electronic book)
9781137033505
Published
London, United Kingdom : Palgrave Macmillan, [2018]
Language
English
Description
1 online resource
Item Number
10.1057/978-1-137-03351-2 doi
Call Number
QA274.23
Dewey Decimal Classification
519.2/2
Summary
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 the new, cutting edge approaches under development.-- Provided by publisher.
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Digital File Characteristics
text file PDF
Source of Description
Vendor-supplied metadata.
Added Author
Schoenmakers, John, author.
Available in Other Form
Print version: 9781137033505
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Online Access
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