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Advanced Simulation-Based Methods for Optimal Stopping and Control

With Applications in Finance

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  • 364pages
  • 13 heures de lecture

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Focusing on optimal stopping and control, this advanced guide delves into Monte Carlo simulation and its financial applications. It caters to both quantitative finance practitioners and academic researchers, beginning with classical simulation-based algorithms before exploring innovative, cutting-edge methodologies currently in development.

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Advanced Simulation-Based Methods for Optimal Stopping and Control, Denis Belomestny, John Schoenmakers

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Année de publication
2018
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