(Download) "Advanced Simulation-Based Methods for Optimal Stopping and Control" by Denis Belomestny & John Schoenmakers # Book PDF Kindle ePub Free
eBook details
- Title: Advanced Simulation-Based Methods for Optimal Stopping and Control
- Author : Denis Belomestny & John Schoenmakers
- Release Date : January 31, 2018
- Genre: Finance,Books,Business & Personal Finance,Science & Nature,Mathematics,
- Pages : * pages
- Size : 8822 KB
Description
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.
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