American-Type Options : Stochastic Approximation Methods, Volume 1

This 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. It is the first volume of the comprehensive two volumes monograph. Dmitrii S. Silvestrov, Stockholm University,Sweden.

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Year of publication:	2013 ; 1. Aufl.
Publisher:	[s.l.] : Walter de Gruyter GmbH Co.KG
Subject:	Theorie \| Theory \| Iteratives Verfahren \| Approximation method \| Optionsgeschäft \| Option trading \| Markov-Kette \| Markov chain \| Börsenkurs \| Share price \| Stochastischer Prozess \| Stochastic process
Description of contents:	Description [zbmath.org]

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