Menu
Rendelés állapotának ellenőrzése
Kapcsolat
Könyv American-Type Options Dmitrii S. Silvestrov

American-Type Options

Stochastic Approximation Methods, Volume 2

Szerző: Dmitrii S. Silvestrov
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: De Gruyter
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
62 991 Ft
The book gives a systematical presentation of stochastic approximation methods for discrete time Mar...

Információk a könyvről

Szerző
Dmitrii S. Silvestrov
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2014
oldal
571
EAN
9783110329681
ISBN
3110329689
Enbook ID
02322419
Kiadó
De Gruyter
Súly
1076
Méretek
184 x 251 x 36

Teljes leírás

The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.

Érdekelheti

Taryn's Pocket Posh Journal, Tulip

Andrews McMeel Publishing
2 918 Ft

Moderation

Elaine Castillo
5 423 Ft

Safena: Or The Mental Constitution (1872)

Arthur Merton
9 638 Ft

Practice Makes Perfect: Complete Spanish Grammar, Premium Fourth Edition

Gilda Nissenberg
6 334 Ft

American Breakdown

David Bromwich
5 109 Ft

Harry Gruyaert: Edges

Harry Gruyaert
25 099 Ft

Masterworks from India and Southeast Asia

Masteller
10 150 Ft

From Hopper to Rothko

Ortrud Westheider
25 099 Ft

Glimpses of Jewish Baltimore

Gilbert Sandler
6 622 Ft

King Cobra - Mekong Adventures in French Indochina

Harry Hervey
11 048 Ft

History Of Physical Astronomy: From The Earliest Ages To The Middle Of The Nineteenth Century (1852)

Robert Grant
23 317 Ft

Monitoring Bathing Waters

Jamie Bartram
63 719 Ft

MATLAB

Antonio Siciliano
17 939 Ft

Dr. Math Explains Algebra

The Math Forum
4 570 Ft

Contemporary British Drama 1950-1976

E.H. Mikhail
40 501 Ft

Data Integration in the Life Sciences

Patrick Lambrix
21 624 Ft

Confluence of Public and Private International Law

Alex Mills
23 676 Ft

Our Emotions and Behaviour: But Why Can't I? - A book about rules

Sue Graves
3 317 Ft

Autobiography, Letters and Literary Remains of Mrs. Piozzi (Thrale) (2nd ed.) (2 vols.) Edited with notes and Introductory Account of her life and wri

Hester Lynch Piozzi
5 082 Ft

Beyond Bawa

Robson David
12 785 Ft

Bible Fun Activity Book

Yuko Green
2 321 Ft

Process Simulation and Optimization in Sustainable Logistics and Manufacturing

Pawel Pawlewski
38 548 Ft

Branding & Spaces

Miquel Abellan
13 553 Ft

Azok a vásárlók, akik ezt a könyvet megvásárolták, a következőket is megvásárolták

VIEUBLE SHI NOA XYLOPHONE & PIANO BOOK

VIEUBLE
5 881 Ft

Jean-Jacques et l'amour

Victor Margueritte
8 969 Ft

Maintenant ou jamais

Joseph O'Connor
4 399 Ft

Oviba megyek!

Catherine Leblanc
3 216 Ft

Faktoren, die zu einer geringen Beteiligung von Männern an der Verbesserung der Familienplanung führen

Alfred Oyugi
16 771 Ft

Willy Ronis

Jean-Claude Gautrand
16 614 Ft

Relatos de Gratitud

José Ventura
4 583 Ft

Cantate Domino I.

Dr Hristo Spasov Tsanov
3 515 Ft

(PORT).LIVRO DO ZEN

ERIC CHALINE
5 109 Ft

Johnny Town-Mouse (Traditional Chinese): 09 Hanyu Pinyin with IPA Paperback Color

H y Xiao Phd
13 894 Ft

Alternativen Der Arbeitsgestaltung Und Ihre Bewertung

Volker Schmied
19 860 Ft

Aktenstucke zur Wirthschaftspolitik des Fursten Bismarck

Heinrich von Poschinger
10 092 Ft

Vom Einsamen Berg in das Auenland (Puzzle)

Michael Weiler
11 829 Ft

Padre dei poveri. Traduzione e commento delle beatitudini e del Padre nostro di Matteo

Alberto Maggi
6 393 Ft

Hayat Kurtaran Vitamin ve Mineraller

Metin Özata
6 038 Ft

Schritte international 3 Interaktives Lehrerhandbuch – DVD-ROM

Petra Klimaszyk
6 536 Ft

LESEMAUS Sonderbände: Conni-Geschichten, die stark machen

Liane Schneider
2 945 Ft

Italština – souhrn gramatiky

collegium
1 037 Ft