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Advanced Simulation-Based Methods for Optimal Stopping and Control

Advanced Simulation-Based Methods for Optimal Stopping and Control

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9781137033505
Condition
New
Product 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.

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