American-type options : stochastic approximation methods v. 1 v. 2

American-type options : stochastic approximation methods v. 1

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Note (General)：: Includes bibliographical references and indexBibliography: Vol. 1: p. [475]-499, Vol. 2: p. [531]-548

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Material Type: 図書
ISBN: 9783110329674
9783110329681
Title: American-type options : stochastic approximation methods
Volume: v. 1
v. 2
Author/Editor: Dmitrii S. Silvestrov
Author Heading: Silʹvestrov, D. S. (Dmitriĭ Sergeevich)
https://ci.nii.ac.jp/author/DA08472932
Publication, Distribution, etc.: W. de Gruyter
Publication Date: c2014-
Publication Date (W3CDTF): 2014
Size: 25 cm
Place of Publication (Country Code): gw
Text Language Code: en
Subject Heading: Options (Finance) -- Mathematical models
Stochastic approximation
Markov processes
Business mathematics
LCC: HG6024.A3
Target Audience: 一般
Note (General): Includes bibliographical references and index
Bibliography: Vol. 1: p. [475]-499, Vol. 2: p. [531]-548
Related Material: De Gruyter studies in mathematics
https://cir.nii.ac.jp/crid/1130000797963830912
Related Material (URI): https://ci.nii.ac.jp/ncid/BB14106656#entity
https://lccn.loc.gov/2013043507
Periodical Title: De Gruyter studies in mathematics
https://cir.nii.ac.jp/crid/1130000797963830912
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BB14106656 : BB14106656
LC Control Number: 2013043507
https://lccn.loc.gov/2013043507