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Advanced simulation-based methods for optimal stopping and control

Belomestny, Denis, Schoenmakers, John
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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.

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Product Details
Palgrave Macmillan
1137033517 / 9781137033512
eBook (Adobe Pdf, EPUB)
332.01518282
31/01/2018
England
English
1 pages
Copy: 10%; print: 10%
Description based on CIP data; resource not viewed.
KFF Finance, KFFH Corporate finance, PBT Probability & statistics, PBW Applied mathematics
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