Optimal Stopping Rules
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Optimal Stopping Rules
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Author : Albert N. Shiryaev
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-09-23
Optimal Stopping Rules written by Albert N. Shiryaev and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-09-23 with Mathematics categories.
Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand. The content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The author is one of the leading experts of the field and gives an authoritative treatment of a subject.
Optimal Stopping Rules
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Author : Alʹbert Nikolaevich Shiri︠a︡ev
language : en
Publisher: Springer
Release Date : 1978
Optimal Stopping Rules written by Alʹbert Nikolaevich Shiri︠a︡ev and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1978 with Mathematics categories.
Advanced Simulation Based Methods For Optimal Stopping And Control
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Author : Denis Belomestny
language : en
Publisher: Springer
Release Date : 2018-01-31
Advanced Simulation Based Methods For Optimal Stopping And Control written by Denis Belomestny and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-31 with Business & Economics categories.
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.
Generalized Optimal Stopping Problems And Financial Markets
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Author : Dennis Wong
language : en
Publisher: Routledge
Release Date : 2017-11-22
Generalized Optimal Stopping Problems And Financial Markets written by Dennis Wong and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-22 with Mathematics categories.
Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal stopping theory, a unifying approach to option pricing is presented.
Random Walk Brownian Motion And Martingales
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Author : Rabi Bhattacharya
language : en
Publisher: Springer Nature
Release Date : 2021-09-20
Random Walk Brownian Motion And Martingales written by Rabi Bhattacharya and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-20 with Mathematics categories.
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study. Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov–Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theory throughout. Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed.
Studies On Optimal Stopping Rules
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Author : 葉紫生 (數學)
language : en
Publisher:
Release Date : 2018
Studies On Optimal Stopping Rules written by 葉紫生 (數學) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.
Nbs Special Publication
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Author :
language : en
Publisher:
Release Date : 1970
Nbs Special Publication written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Weights and measures categories.
On Some Problems In The Theory Of Optimal Stopping Rules And Log Log Law
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Author : A. K. Basu
language : en
Publisher:
Release Date : 1970
On Some Problems In The Theory Of Optimal Stopping Rules And Log Log Law written by A. K. Basu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with categories.
Optimal Control Of Hydrosystems
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Author : Larry W. Mays
language : en
Publisher: CRC Press
Release Date : 2018-02-06
Optimal Control Of Hydrosystems written by Larry W. Mays and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-02-06 with Science categories.
"Combines the hydraulic simulation of physical processes with mathematical programming and differential dynamic programming techniques to ensure the optimization of hydrosystems. Presents the principles and methodologies for systems and optimal control concepts; features differential dynamic programming in developing models and solution algorithms for groundwater, real-time flood and sediment control of river-reservoir systems, and water distribution systems operations, as well as bay and estuary freshwater inflow reservoir oprations; and more."
The Theory Of Optimal Stopping
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Author : Yuan Shih Chow
language : en
Publisher: Dover Publications
Release Date : 1991-01
The Theory Of Optimal Stopping written by Yuan Shih Chow and has been published by Dover Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-01 with Mathematics categories.