Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance

dc.contributor.author	Belomestny, Denis	en_US
dc.contributor.author	Schoenmakers, John	en_US
dc.date.accessioned	2019-01-03T08:06:10Z
dc.date.available	2019-01-03T08:06:10Z
dc.date.issued	2018	en_US
dc.identifier.isbn	978-1-137-03350-5	en_US
dc.identifier.isbn	978-1-137-03351-2	en_US
dc.identifier.other	HPU2163279	en_US
dc.identifier.uri	https://lib.hpu.edu.vn/handle/123456789/31766
dc.description.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.	en_US
dc.format.extent	366p.	en_US
dc.format.mimetype	application/pdf	en_US
dc.language.iso	en	en_US
dc.publisher	Palgrave Macmillan UK	en_US
dc.subject	Corporate Finance	en_US
dc.subject	Control	en_US
dc.subject	Monte Carlo simulation	en_US
dc.title	Advanced Simulation-Based Methods for Optimal Stopping and Control: With Applications in Finance	en_US
dc.type	Book	en_US
dc.size	5.13 MB	en_US
dc.department	Sociology	en_US