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Author Silvestrov, Dmitrii S.

Title American-type options : stochastic approximation methods. Volume 1 / Dmitrii S. Silvestrov.

Publication Info. Berlin : De Gruyter, [2014]


Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description 1 online resource (520 pages).
text rdacontent
computer rdamedia
online resource rdacarrier
Series De Gruyter studies in mathematics, 0179-0986 ; volume 56
De Gruyter studies in mathematics ; 56.
Bibliography Includes bibliographical references and index.
Note Description based on online resource; title from PDF title page (ebrary, viewed January 7, 2014).
Subject Options (Finance) -- Mathematical models.
Stochastic approximation.
Markov processes.
Business mathematics.
Genre/Form Electronic books.
ISBN 9783110329674
9783110329827 (e-book)

Available items only