This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.
- ISBN13 9781137033505
- Publish Date 13 February 2018
- Publish Status Active
- Publish Country GB
- Imprint Palgrave Macmillan
- Edition 1st ed. 2018
- Format Hardcover
- Pages 364
- Language English