Advanced simulation-based methods for optimal stopping and control : with applications in finance /
Saved in:
Author / Creator: | Belomestny, Denis, author. |
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Imprint: | London, United Kingdom : Palgrave Macmillan, [2018] |
Description: | 1 online resource |
Language: | English |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11543304 |
Other authors / contributors: | Schoenmakers, John, author. |
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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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