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Silvestrov, Dmitrii S.: American-Type Options...
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Silvestrov, Dmitrii S.: American-Type Options
Stochastic Approximation Methods
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
2 Reward approximations for autoregressive stochastic volatility LPP
30,00 € / $42.00 / £23.00
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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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