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Volume 2

Silvestrov, Dmitrii S.

American-Type Options

Stochastic Approximation Methods, Volume 2

Series:De Gruyter Studies in Mathematics 57

eBook (PDF)
Publication Date:
December 2014
Copyright year:
2015
ISBN
978-3-11-032984-1
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2 Reward approximations for autoregressive stochastic volatility LPP

Citation Information

2 Reward approximations for autoregressive stochastic volatility LPP (2015). In American-Type Options: Stochastic Approximation Methods, Volume 2 (pp. 74–156). https://doi.org/10.1515/9783110329841.74

Book DOI: https://doi.org/10.1515/9783110329841

Online ISBN: 9783110329841

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