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https://lib.hpu.edu.vn/handle/123456789/31766| Title: | Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance |
| Authors: | Belomestny, Denis Schoenmakers, John |
| Keywords: | Corporate Finance Control Monte Carlo simulation |
| Issue Date: | 2018 |
| Publisher: | Palgrave Macmillan UK |
| Abstract: | 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. |
| URI: | https://lib.hpu.edu.vn/handle/123456789/31766 |
| ISBN: | 978-1-137-03350-5 978-1-137-03351-2 |
| Appears in Collections: | Sociology |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Advanced-Simulation-Based-Methods-for-Optimal-Stopping-and-Control.pdf Restricted Access | 5.26 MB | Adobe PDF |  View/Open Request a copy |
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