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Advanced Simulation-Based Methods for Optimal Stopping and Control

With Applications in Finance

Parametri

  • 364pagine
  • 13 ore di lettura

Maggiori informazioni sul libro

Focusing on optimal stopping and control, this advanced guide delves into Monte Carlo simulation and its financial applications. It caters to both quantitative finance practitioners and academic researchers, beginning with classical simulation-based algorithms before exploring innovative, cutting-edge methodologies currently in development.

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Advanced Simulation-Based Methods for Optimal Stopping and Control, Denis Belomestny, John Schoenmakers

Lingua
Pubblicato
2018
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