Advanced simulation-based methods for optimal stopping and control :: with applications in finance /: Denis Belomestny, John Schoenmakers.

Belomestny, Denis,; Schoenmakers, John,

doi:10.1057/978-1-137-03351-2

Advanced simulation-based methods for optimal stopping and control : with applications in finance / Denis Belomestny, John Schoenmakers.

Belomestny, Denis, author.; Schoenmakers, John, author.

2018

QA274.23

Available Online

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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

DOI

https://doi.org/10.1057/978-1-137-03351-2

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.

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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