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Advanced Simulation-Based Methods for Optimal Stopping and Control

Advanced Simulation-Based Methods for Optimal Stopping and Control

Authors
Publisher Springer Nature
Year 31/01/2018
Version eBook: Reflowable eTextbook (ePub)
Language English
ISBN 9781137033512
Categories Corporate finance, Applied mathematics
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Book description

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.

Advanced Simulation-Based Methods for Optimal Stopping and Control

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