American-Type Options Stochastic Approximation Methods, Volume 2
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| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin/Boston
De Gruyter
[2015]
|
| Schriftenreihe: | De Gruyter Studies in Mathematics
57 Dmitrii S. Silvestrov: American-Type Options Volume 2 |
| Schlagworte: | |
| Online-Zugang: | DE-1043 DE-1046 DE-858 DE-Aug4 DE-859 DE-860 DE-739 Volltext |
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| 490 | 0 | |a De Gruyter Studies in Mathematics |v 57 | |
| 490 | 0 | |a Dmitrii S. Silvestrov: American-Type Options |v Volume 2 | |
| 500 | |a The second volume of this systematical presentation of stochastic approximation methods for models of American-type options presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies | ||
| 546 | |a In English | ||
| 650 | 4 | |a Wirtschaft | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Options (Finance) |x Mathematical models | |
| 650 | 4 | |a Stochastic approximation | |
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Datensatz im Suchindex
| _version_ | 1819294461253910529 |
|---|---|
| any_adam_object | |
| author | Silvestrov, Dmitrii S. |
| author_facet | Silvestrov, Dmitrii S. |
| author_role | aut |
| author_sort | Silvestrov, Dmitrii S. |
| author_variant | d s s ds dss |
| building | Verbundindex |
| bvnumber | BV042524564 |
| collection | ZDB-23-DGG |
| ctrlnum | (OCoLC)872699857 (DE-599)BVBBV042524564 |
| dewey-full | 332.64/53 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/53 |
| dewey-search | 332.64/53 |
| dewey-sort | 3332.64 253 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1515/9783110329841 |
| format | Electronic eBook |
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| id | DE-604.BV042524564 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-24T04:26:39Z |
| institution | BVB |
| isbn | 9783110329841 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027958903 |
| oclc_num | 872699857 |
| open_access_boolean | |
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| owner_facet | DE-859 DE-860 DE-Aug4 DE-739 DE-1046 DE-1043 DE-858 |
| physical | 1 Online-Ressource (xii,559p.) |
| psigel | ZDB-23-DGG ZDB-23-DGG FAW_PDA_DGG ZDB-23-DGG FCO_PDA_DGG ZDB-23-DGG FHA_PDA_DGG ZDB-23-DGG FKE_PDA_DGG ZDB-23-DGG FLA_PDA_DGG ZDB-23-DGG UPA_PDA_DGG |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | De Gruyter |
| record_format | marc |
| series2 | De Gruyter Studies in Mathematics Dmitrii S. Silvestrov: American-Type Options |
| spelling | Silvestrov, Dmitrii S. Verfasser aut American-Type Options Stochastic Approximation Methods, Volume 2 Dmitrii S. Silvestrov Berlin/Boston De Gruyter [2015] 1 Online-Ressource (xii,559p.) txt rdacontent c rdamedia cr rdacarrier De Gruyter Studies in Mathematics 57 Dmitrii S. Silvestrov: American-Type Options Volume 2 The second volume of this systematical presentation of stochastic approximation methods for models of American-type options presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies In English Wirtschaft BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Options (Finance) Mathematical models Stochastic approximation Markov processes Erscheint auch als Druckausgabe 978-3-11-032968-1 Erscheint auch als Druckausgabe 978-3-11-032985-8 https://doi.org/10.1515/9783110329841 Verlag Volltext |
| spellingShingle | Silvestrov, Dmitrii S. American-Type Options Stochastic Approximation Methods, Volume 2 Wirtschaft BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Options (Finance) Mathematical models Stochastic approximation Markov processes |
| title | American-Type Options Stochastic Approximation Methods, Volume 2 |
| title_auth | American-Type Options Stochastic Approximation Methods, Volume 2 |
| title_exact_search | American-Type Options Stochastic Approximation Methods, Volume 2 |
| title_full | American-Type Options Stochastic Approximation Methods, Volume 2 Dmitrii S. Silvestrov |
| title_fullStr | American-Type Options Stochastic Approximation Methods, Volume 2 Dmitrii S. Silvestrov |
| title_full_unstemmed | American-Type Options Stochastic Approximation Methods, Volume 2 Dmitrii S. Silvestrov |
| title_short | American-Type Options |
| title_sort | american type options stochastic approximation methods volume 2 |
| title_sub | Stochastic Approximation Methods, Volume 2 |
| topic | Wirtschaft BUSINESS & ECONOMICS / Finance bisacsh Mathematisches Modell Options (Finance) Mathematical models Stochastic approximation Markov processes |
| topic_facet | Wirtschaft BUSINESS & ECONOMICS / Finance Mathematisches Modell Options (Finance) Mathematical models Stochastic approximation Markov processes |
| url | https://doi.org/10.1515/9783110329841 |
| work_keys_str_mv | AT silvestrovdmitriis americantypeoptionsstochasticapproximationmethodsvolume2 |