American-type options : stochastic approximation methods
Dmitrii S. Silvestrov
| Year of publication: |
2014 - 2015
|
|---|---|
| Authors: | Silvestrov, Dmitrii |
| Publisher: |
Berlin [u.a.] : De Gruyter |
| Subject: | Optionsgeschäft | Option trading | Börsenkurs | Share price | Markov-Kette | Markov chain | Iteratives Verfahren | Approximation method | Theorie | Theory |
| Published items: |
2 hits in ECONIS - Online Catalogue of the ZBW
|
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Mehrbändiges Werk ; Multi-volume publication |
| Language: | English |
| Notes: | Erschienen: 1 - 2 |
| ISBN: | 978-3-11-032985-8 |
| Classification: | Wahrscheinlichkeitsrechnung ; Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010236724