LEADER 03936nam 2200685 450 001 9910464447303321 005 20210422201815.0 010 $a3-11-038990-8 010 $a3-11-032984-0 024 7 $a10.1515/9783110329841 035 $a(CKB)3360000000515049 035 $a(EBL)1663085 035 $a(SSID)ssj0001431854 035 $a(PQKBManifestationID)11791785 035 $a(PQKBTitleCode)TC0001431854 035 $a(PQKBWorkID)11387855 035 $a(PQKB)11645696 035 $a(MiAaPQ)EBC1663085 035 $a(DE-B1597)211998 035 $a(OCoLC)903573040 035 $a(DE-B1597)9783110329841 035 $a(PPN)187993696 035 $a(Au-PeEL)EBL1663085 035 $a(CaPaEBR)ebr11015800 035 $a(CaONFJC)MIL807674 035 $a(EXLCZ)993360000000515049 100 $a20150212h20152015 uy 0 101 0 $aeng 135 $aur|nu---|u||u 181 $ctxt 182 $cc 183 $acr 200 10$aAmerican-type options$hVolume 2$iStochastic approximation methods /$fDmitrii S. Silvestrov 210 1$aBerlin, Germany :$cDe Gruyter,$d2015. 210 4$dİ2015 215 $a1 online resource (572 p.) 225 1 $aDe Gruyter Studies in Mathematics,$x0179-0986 ;$vVolume 57 300 $aDescription based upon print version of record. 311 $a3-11-032985-9 311 $a3-11-032968-9 320 $aIncludes bibliographical references and index. 327 $tFront matter --$tPreface --$tContents --$t1 Reward approximations for autoregressive log-price processes (LPP) --$t2 Reward approximations for autoregressive stochastic volatility LPP --$t3 American-type options for continuous time Markov LPP --$t4 Upper bounds for option rewards for Markov LPP --$t5 Time-skeleton reward approximations for Markov LPP --$t6 Time-space-skeleton reward approximations for Markov LPP --$t7 Convergence of option rewards for continuous time Markov LPP --$t8 Convergence of option rewards for diffusion LPP --$t9 European, knockout, reselling and random pay-off options --$t10 Results of experimental studies --$tBibliographical Remarks --$tBibliography --$tIndex --$tDe Gruyter Studies in Mathematics 330 $aThe book gives a systematical presentation of stochastic approximation methods for discrete time Markov price processes. Advanced methods combining backward recurrence algorithms for computing of option rewards and general results on convergence of stochastic space skeleton and tree approximations for option rewards are applied to a variety of models of multivariate modulated Markov price processes. The principal novelty of presented results is based on consideration of multivariate modulated Markov price processes and general pay-off functions, which can depend not only on price but also an additional stochastic modulating index component, and use of minimal conditions of smoothness for transition probabilities and pay-off functions, compactness conditions for log-price processes and rate of growth conditions for pay-off functions. The volume presents results on structural studies of optimal stopping domains, Monte Carlo based approximation reward algorithms, and convergence of American-type options for autoregressive and continuous time models, as well as results of the corresponding experimental studies. 410 0$aDe Gruyter studies in mathematics ;$vVolume 57. 606 $aOptions (Finance)$xMathematical models 606 $aStochastic approximation 606 $aBusiness mathematics 608 $aElectronic books. 615 0$aOptions (Finance)$xMathematical models. 615 0$aStochastic approximation. 615 0$aBusiness mathematics. 676 $a332.6453 700 $aSilvestrov$b Dmitrii S.$0740587 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910464447303321 996 $aAmerican-type options$91468593 997 $aUNINA LEADER 03996nam 2200685 a 450 001 9910781553503321 005 20221110225503.0 010 $a1-283-36603-7 010 $a9786613366030 010 $a90-04-21775-4 024 7 $a10.1163/9789004217751 035 $a(CKB)2550000000073900 035 $a(EBL)1010615 035 $a(OCoLC)772593026 035 $a(SSID)ssj0000555251 035 $a(PQKBManifestationID)12199793 035 $a(PQKBTitleCode)TC0000555251 035 $a(PQKBWorkID)10519286 035 $a(PQKB)11469077 035 $a(MiAaPQ)EBC1010615 035 $a(OCoLC)774290466 035 $a(nllekb)BRILL9789004217751 035 $a(Au-PeEL)EBL1010615 035 $a(CaPaEBR)ebr10518819 035 $a(CaONFJC)MIL336603 035 $a(PPN)174388853 035 $a(EXLCZ)992550000000073900 100 $a20110926d2012 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aOrality, literacy and performance in the ancient world$b[electronic resource] $eorality and literacy in the ancient world, vol. 9 /$fedited by Elizabeth Minchin 210 $aLeiden ;$aBoston $cBrill$d2012 215 $a1 online resource (286 p.) 225 1 $aMnemosyne supplements : monographs on Greek and Latin language and literature,$x0169-8958 ;$vv. 335 300 $aDescription based upon print version of record. 311 $a90-04-21774-6 320 $aIncludes bibliographical references and index. 327 $aPt. 1. Poetry in performance -- The audience expects: Penelope and Odysseus / Adrian Kelly -- The presentation of song in Homer's odyssey / Deborah Beck -- Comparative perspectives on the composition of the Homeric simile / Jonathon Ready -- Composing lines, performing acts: clauses, discourse acts, and melodic units in a south slavic epic song / Anna Bonifazi and David F. Elmer -- Works and days as performance / Ruth Scodel -- Pt. 2. Literacy and orality -- Empowering the sacred: the function of the Sanskrit text in a contemporary exposition of the Bhagavatapurana/ McComas Taylor -- Prompts for participation in early philosophical texts/ James Henderson Collins II -- Performing an academic talk: Proclus on Hesiod's works and days / Patrizia Marzillo -- The criticism-and the practice-of literacy in the ancient philosophical tradition / Mathilde Cambron-Goulet -- Reading books, talking culture: the performance of Paideia in imperial greek literature / Jeroen Lauwers -- Eumolpus poeta at work: rehearsed spontaneity in the Satyricon / Niall Slater. 330 $aThe ninth meeting in the international Orality and Literacy in the Ancient World series - in the fiftieth year since the publication in 1960 of Albert Lord's The Singer of Tales - took as its theme 'Composition and Performance'. This volume contains a selection of those papers, several of which illustrate methodologically innovative approaches to the act of composition, the nature of performance, and vocalization in text. Under consideration are Homer, Hesiod, Plato, Isocrates, the orators of the Second Sophistic, and Proclus. Cross-cultural studies include, amongst others, South Slavic epic and a text from the Sanskrit archive. 410 0$aMnemosyne, bibliotheca classica Batava.$pSupplementum ;$v335. 606 $aOral communication$zGreece$vCongresses 606 $aWritten communication$zGreece$vCongresses 606 $aTransmission of texts$zGreece$vCongresses 615 0$aOral communication 615 0$aWritten communication 615 0$aTransmission of texts 676 $a880.9001 686 $a6,12$2ssgn 701 $aMinchin$b Elizabeth$0626924 712 12$aInternational Conference on Orality and Literacy in the Ancient World 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910781553503321 996 $aOrality, literacy and performance in the ancient world$92192182 997 $aUNINA