Tous les ebooks de Denis Belomestny en PDF et EPUB

Advanced Simulation-Based Methods for Optimal Stopping and Control

Denis Belomestny , John Schoenmakers

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...

---

 COMMENCER GRATUITEMENT