Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance (1st ed. 2018)
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- Synopsis
- 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.
- Copyright:
- 2018
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781137033512
- Related ISBNs:
- 9781137033505
- Publisher:
- Palgrave Macmillan UK, London
- Date of Addition:
- 03/14/21
- Copyrighted By:
- Denis Belomestny, John Schoenmakers
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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- by Denis Belomestny
- by John Schoenmakers
- in Nonfiction
- in Business and Finance
- in Mathematics and Statistics