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
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