American-Type Options. Volume 2 American-Type Options: Stochastic Approximation Methods, Volume 2 9783110329841, 9783110329681

The book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes.

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English Pages 571 Year 2014

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American-Type Options. Volume 2 American-Type Options: Stochastic Approximation Methods, Volume 2 9783110329841, 9783110329681

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