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

• Κύριοι συγγραφείς: Belomestny, Denis (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Schoenmakers, John (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2018.
• Έκδοση: 1st ed. 2018.
• Θέματα: Corporations-Finance.; Applied mathematics.; Engineering mathematics.; Business enterprises-Finance.; Mathematical models.; Corporate Finance.; Applications of Mathematics.; Business Finance.; Mathematical Modeling and Industrial Mathematics.
• Φυσική περιγραφή: XVI, 364 p. 14 illus. online resource.
• ISBN: 9781137033512
• DOI: 10.1057/978-1-137-03351-2

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.