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
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
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
