American-Type Options (English, Dmitrii S. Silvestrov)
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Total: ₹31,686
Book Details
Publisher
de Gruyter
Language
English
ISBN-13
9783110329674
ISBN-10
3110329670
Author
Dmitrii S. Silvestrov
About the Book
The book 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. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Mark…
ISBN: 9783110329674
ISBN-13: 9783110329674
ISBN-10: 3110329670
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American-Type Options starts from ₹31686 at BookBajar. Available in Paperback.
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Dmitrii S. Silvestrov is the author of American-Type Options. Browse more books by Dmitrii S. Silvestrov on BookBajar.
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Product ID: isbn-9783110329674
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