Advanced Simulation-Based Methods for Optimal Stopping and Control PDF Download

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Advanced Simulation-Based Methods for Optimal Stopping and Control

Advanced Simulation-Based Methods for Optimal Stopping and Control PDF Author: Denis Belomestny
Publisher: Springer
ISBN: 1137033517
Category : Business & Economics
Languages : en
Pages : 366

Book Description
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.
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