9783110329681 - american-type options: stochastic approximation methods (2) di silvestrov, dmitrii s. (16 risultati)
Lingua: Inglese
Editore: De Gruyter, 2014
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Lingua: Inglese
Editore: de Gruyter, 2014
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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EUR 199,63
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Lingua: Inglese
Editore: De Gruyter, 2014
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 206,42
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Condizione: New.
Lingua: Inglese
Editore: De Gruyter, 2014
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 210,67
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Condizione: new.
Lingua: Inglese
Editore: De Gruyter, 2014
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: De Gruyter, 2014
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Da: Buchpark, Trebbin, GermaniaBuchpark
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EUR 137,15
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 572 | Sprache: Englisch | Produktart: Bücher | The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on… convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.
Lingua: Inglese
Editore: De Gruyter, 2014
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New.
Lingua: Inglese
Editore: De Gruyter, 2014
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 186,99
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stoch…astic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.
Lingua: Inglese
Editore: De Gruyter, 2014
- Rilegato
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 250,21
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Hardcover. Condizione: Brand New. 558 pages. 9.50x7.00x1.50 inches. In Stock.
Lingua: Inglese
Editore: De Gruyter, 2014
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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EUR 269,90
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Condizione: New.
Lingua: Inglese
Editore: De Gruyter, 2014
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 289,86
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Condizione: New. 2014. Hardcover. . . . . .
Lingua: Inglese
Editore: De Gruyter, DE, 2014
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Da: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
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EUR 315,34
Spedizione gratuitaSpedito in U.S.A.Quantità: Più di 20 disponibili
Hardback. Condizione: New. The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for…option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.
Lingua: Inglese
Editore: De Gruyter, DE, 2014
- Rilegato
Da: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
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EUR 319,56
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Hardback. Condizione: New. The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for…option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies.
Lingua: Inglese
Editore: De Gruyter, 2014
- Rilegato
Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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EUR 367,86
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Condizione: New. 2014. Hardcover. . . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: De Gruyter, 2014
- Rilegato
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Da: moluna, Greven, Germaniamoluna
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EUR 149,37
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Dmitrii Silvestrov, S.
Lingua: Inglese
Editore: De Gruyter, De Gruyter Dez 2014, 2014
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- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 199,95
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on conv…ergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies. 572 pp. Englisch.
