Advanced simulation-based methods for optimal stopping and control : with applications in finance /

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Bibliographic Details
Author / Creator:	Belomestny, Denis, author.
Imprint:	London, United Kingdom : Palgrave Macmillan, [2018]
Description:	1 online resource
Language:	English
Subject:	Stochastic differential equations. Stochastic processes. Finance -- Mathematical models. Finance -- Mathematical models. Stochastic differential equations. Stochastic processes.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11543304

Hidden Bibliographic Details
Other authors / contributors:	Schoenmakers, John, author.
ISBN:	9781137033512 1137033517 9781137033505 1137033509
Digital file characteristics:	text file PDF
Notes:	Includes bibliographical references and index. Vendor-supplied metadata.
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.--
Other form:	Printed edition: 9781137033505
Standard no.:	10.1057/978-1-137-03351-2

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