Advanced Simulation-Based Methods for Optimal Stopping and Control
Download or Read eBook Advanced Simulation-Based Methods for Optimal Stopping and Control PDF written by Denis Belomestny and published by Springer. This book was released on 2018-01-31 with total page 366 pages. Available in PDF, EPUB and Kindle.
| Author | : Denis Belomestny |
| Publisher | : Springer |
| Total Pages | : 366 |
| Release | : 2018-01-31 |
| ISBN-10 | : 9781137033512 |
| ISBN-13 | : 1137033517 |
| Rating | : 4/5 (12 Downloads) |
Book Synopsis Advanced Simulation-Based Methods for Optimal Stopping and Control by : Denis Belomestny
Book excerpt: 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.
