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American-Type Options: Stochastic Approximation Methods, Volume 1 - De Gruyter Studies in Mathematics Dmitrii S. Silvestrov
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American-Type Options: Stochastic Approximation Methods, Volume 1 - De Gruyter Studies in Mathematics
Dmitrii S. Silvestrov
Gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2013. gada 15. novembris |
| ISBN13 | 9783110329674 |
| Izdevēji | De Gruyter |
| Lapas | 519 |
| Izmēri | 150 × 220 × 20 mm · 998 g |
| Valoda | Angļu |
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