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American-Type Options, Stochastic Approximation Methods, Volume 2
Silvestrov, Dmitrii
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. Stockholm University, Sweden.
(MAM)
ORCID iD:
0000-0002-2626-5598
2015 (English)
Book (Refereed)
Place, publisher, year, edition, pages
De Gruyter , 2015. , p. 559
Series
De Gruyter Studies in Mathematics ; 57
Keywords [en]
American option, Optimal stopping, Convergence of rewards, Markov chain, Approximation algorithm
National Category
Mathematics Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN:
urn:nbn:se:mdh:diva-27269
DOI:
10.1515/9783110329841
ISBN:
978-3-11-032984-1 (print)
OAI: oai:DiVA.org:mdh-27269
DiVA, id:
diva2:775382
Available from:
2015-01-02
Created:
2015-01-02
Last updated:
2025-10-10
Bibliographically approved
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http://www.degruyter.com/view/product/209662
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Silvestrov, Dmitrii
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ieee
modern-language-association-8th-edition
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apa
ieee
modern-language-association-8th-edition
vancouver
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de-DE
en-GB
en-US
fi-FI
nn-NO
nn-NB
sv-SE
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en-GB
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