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Stochastic Approximation Methods for American Type Options
Silvestrov, Dmitrii
Stockholm Univ., Sweden.
(Mathematics and Applied Mathematics)
ORCID iD:
0000-0002-2626-5598
Li, Y.
Stockholm Univ., Sweden.
2016 (English)
In:
Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 45, no 6, 1607-1631 p.
Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2016. Vol. 45, no 6, 1607-1631 p.
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN:
urn:nbn:se:mdh:diva-23092
DOI:
10.1080/03610926.2014.915046
ISI:
000372556000003
Scopus ID:
2-s2.0-84960540164
OAI: oai:DiVA.org:mdh-23092
DiVA:
diva2:669032
Available from:
2013-12-02
Created:
2013-12-02
Last updated:
2016-12-19
Bibliographically approved
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Silvestrov, Dmitrii
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Communications in Statistics - Theory and Methods
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modern-language-association-8th-edition
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en-GB
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