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

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Synopsis
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 the new, cutting edge approaches under development.
Copyright:
2018

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9781137033512
Related ISBNs:
9781137033505
Publisher:
Palgrave Macmillan UK, London
Date of Addition:
Copyrighted By:
Springer
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Business and Finance
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.

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