Advanced Simulation-Based Methods for Optimal Stopping and Control

Advanced Simulation-Based Methods for Optimal Stopping and Control
Author :
Publisher : Springer
Total Pages : 364
Release :
ISBN-10 : 9781137033512
ISBN-13 : 1137033517
Rating : 4/5 (517 Downloads)
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Book Synopsis Advanced Simulation-Based Methods for Optimal Stopping and Control by : Denis Belomestny

Download or read book Advanced Simulation-Based Methods for Optimal Stopping and Control written by Denis Belomestny and published by Springer. This book was released on 2018-01-31 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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