Advanced simulation-based methods for optimal stopping and control : with applications in finance
Denis Belomestny, John Schoenmakers
| Year of publication: |
[2018]
|
|---|---|
| Authors: | Belomestny, Denis ; Schoenmakers, John |
| Publisher: |
London, United Kingdom : Palgrave Macmillan |
| Subject: | Simulation | Optionsgeschäft | Option trading | Finanzmarkt | Financial market | Kreditmarkt | Optimales Stoppen | Monte-Carlo-Simulation | Stochastische Differentialgleichung |
| Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
| Extent: | xvi, 364 Seiten Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-137-03350-5 ; 978-1-137-03351-2 |
| Other identifiers: | 10.1057/978-1-137-03351-2 [DOI] |
| Classification: | Geld, Inflation, Kapitalmarkt ; Unternehmensplanung, Unternehmenskontrolle |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011779646