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American-Type Options
:
Stochastic Approximation Methods. Volume I
Silvestrov, Dmitrii
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Stockholm University, Sweden.
(MAM)
ORCID iD:
0000-0002-2626-5598
2014 (English)
Book (Refereed)
Place, publisher, year, edition, pages
Berlin: Walter de Gruyter, 2014. , p. 509
Series
De Gruiter Studies in Mathematics ; 56
Keywords [en]
american option, optimal stopping, convergence of rewards, Markov chain, approximation algorithm
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN:
urn:nbn:se:mdh:diva-23083
ISBN:
978-3-11-032967-4 (print)
ISBN:
978-3-11-032982-7 (electronic)
OAI: oai:DiVA.org:mdh-23083
DiVA, id:
diva2:668978
Available from:
2013-12-02
Created:
2013-12-02
Last updated:
2025-10-10
Bibliographically approved
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No full text in DiVA
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https://www.degruyter.com/view/product/209685
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Silvestrov, Dmitrii
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apa
ieee
modern-language-association-8th-edition
vancouver
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apa
ieee
modern-language-association-8th-edition
vancouver
Other style
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Language
de-DE
en-GB
en-US
fi-FI
nn-NO
nn-NB
sv-SE
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de-DE
en-GB
en-US
fi-FI
nn-NO
nn-NB
sv-SE
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text
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