Advanced Simulation-Based Methods for Optimal Stopping and Control With Applications in Finance

Advanced Simulation-Based Methods for Optimal Stopping and Control With Applications in Finance / by Denis Belomestny, John Schoenmakers.

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of th...

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Bibliographic Details
Main Authors: Belomestny, Denis (Author), Schoenmakers, John (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2018.
Edition:1st ed. 2018.
Series:Springer eBook Collection.
Subjects:
Corporations—Finance.
Applied mathematics.
Engineering mathematics.
Business enterprises—Finance.
Mathematical models.
Electronic resources (E-books)
Online Access:Click to view e-book
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Call Number: E-Book
Status: Available

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