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American-Type Options

Author: , Date: 05 Sep 2015, Views:

American-Type Options

English | 2013 | ISBN: 3110329670, 3110329832 | 509 Pages | PDF | 3,7 MB

This book gives a systematical presentation of stochastic approximation methods for models of American-type options with general pay-off functions for discrete time Markov price processes. It is the first volume of the comprehensive two volumes monograph.

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