American-Type Options (English, Dmitrii S. Silvestrov)
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Book Details
Publisher
de Gruyter
Language
English
ISBN-13
9783110329674
ISBN-10
3110329670
Author
Dmitrii S. Silvestrov
About the Book
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. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Mark…
ISBN: 9783110329674
ISBN-13: 9783110329674
ISBN-10: 3110329670
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What is the price of American-Type Options?
American-Type Options starts from ₹31686 at GlowMirror. Available in Paperback.
Who is the author of American-Type Options?
Dmitrii S. Silvestrov is the author of American-Type Options. Browse more books by Dmitrii S. Silvestrov on GlowMirror.
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Yes, GlowMirror offers free delivery for American-Type Options across India. No minimum order value required.
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Product ID: isbn-9783110329674
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