American-Type Options

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American-Type Options

American-Type Options (De Gruyter Studies in Mathematics, Book 56) by Dmitrii S. Silvestrov
English | 2013 | ISBN: 3110329670, 3110329832 | 509 pages | PDF | 3,7 MB

This book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. It is the first volume of the comprehensive two volumes monograph.
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