American-Type Options. Vol.1 / Najlacnejšie knihy
American-Type Options. Vol.1

Code: 01988256

American-Type Options. Vol.1

by Dmitrii S. Silvestrov

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. It is the first volume of the comprehensiv ... more

293.70 €


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Book synopsis

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. It is the first volume of the comprehensive two volumes monograph.

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293.70 €

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