The second volume of this systematical presentation of stochastic approximation methods for models of American-type options presents results on structural studies of optimal stopping domains, Monte Ca
Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area i
Silvestrov systematically presents stochastic approximation methods for models of American-type options with general pay-off functions for discrete Markov log-price processes. The discrete-time multiv
