Dmitrii S. Silvestrov: American-Type Options / American-Type Options

Stochastic Approximation Methods, Volume 1

Dmitrii S. Silvestrov (Autor)

Media-Kombination

X, 509 Seiten | Ausstattung: Hardcover & eBook

2013
De Gruyter
9783110329834 (ISBN)

Titel leider nicht mehr lieferbar

Artikel merken

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics.While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.

Dmitrii S. Silvestrov, Stockholm University,Sweden.

Reihe/Serie	De Gruyter Studies in Mathematics ; 56
Reihe/Serie	Dmitrii S. Silvestrov: American-Type Options ; Volume 1
Zusatzinfo	Includes a print version and an ebook
Verlagsort	Berlin/Boston
Sprache	englisch
Maße	170 x 240 mm
Themenwelt	Mathematik / Informatik ► Mathematik
Schlagworte	American option • American Option; Optimal Stopping; Convergence of Rewards; Markov Chain; Approximation Algorithm • approximation algorithm • Convergence of Rewards • Markov Chain • Optimal Stopping
ISBN-13	9783110329834 / 9783110329834
Zustand	Neuware