Advanced simulation-based methods for optimal stopping and control. Belomestny, D. & Schoenmakers, J. Palgrave Macmillan, London, 2018. With applications in financebibtex @book {MR3752620,
AUTHOR = {Belomestny, Denis and Schoenmakers, John},
TITLE = {Advanced simulation-based methods for optimal stopping and
control},
NOTE = {With applications in finance},
PUBLISHER = {Palgrave Macmillan, London},
YEAR = {2018},
PAGES = {xvi+364},
ISBN = {978-1-137-03350-5; 978-1-137-03351-2},
MRCLASS = {60G40 (60H35 62J05 62L15 91G70 93E20)},
MRNUMBER = {3752620},
MRREVIEWER = {\L . Stettner},
}
Downloads: 0
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