American-type options
Subtitle: stochastic approximation methods
By: Dmitrii S. Silvestrov
Series: De Gruyter studies in mathematics -- volume 56, 57
Publisher: Walter de Gruyter GmbH & Co. KG
Published: 2014
Place of publication: Berlin; Boston
Language: eng
ISBN-13: 9783110329674
Subjects: Options (Finance); Mathematical models; Stochastic approximation; Markov processes; Business mathematics
Notes: Includes bibliographical references and index.