Advanced simulation-based methods for optimal stopping and control :

Belomestny, Denis

Advanced simulation-based methods for optimal stopping and control : With applications in finance / Denis Belomestny and John Schoenmakers - London Palgrave 2018 - xvi, 364p

9781137033505

2017951536


Economics
Financial economics
Mathematical finance
Stochastic differential equations

332.015118 / BEL

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